Ruobin Han

Ruobin Han is currently an Analyst at Quantedge, a finance firm known for its quantitative investment strategies. Based in New Haven, CT, Han joined Quantedge in August 2024, where he supports the firm's analytical efforts in portfolio management and quantitative research. His work involves developing and refining data-driven trading models and leveraging statistical techniques to optimize investment decisions across a range of asset classes typical for quantitative funds, such as equities, futures, and derivatives.

Prior to joining Quantedge, Han completed his Bachelor of Science in Physics at Yale University, providing him with robust analytical and computational expertise valuable for quantitative finance. He is also an alumnus of Raffles Institution, further strengthening his foundation in mathematics and problem-solving.

Han's expertise centers on statistical analysis, financial modeling, and quantitative research, with a focus on global macro and multi-asset investment strategies in line with Quantedge’s core operations. While new to the investment industry, he brings a strong background in scientific inquiry and data-driven evaluation, positioning him to contribute to innovative approaches in quantitative asset management.