Charlie Yan
Research
● Systematic Vol Selling from the Lens of a Skew Trader
● Refining SVI – Developing a dynamic model to fit the volatility surface.
● Process-Aware Learning – Exploring how reflection and adaptation improve learning frameworks.
● Predictive Modeling of Second-Lien Mortgage Rates – A cross-sectional approach to borrower and lender dynamics (AFP and working paper).
● Foreign Aid & Public Opinion – Understanding Chinese perceptions of international aid (AYURA award and undergraduate thesis).
● Can Aid Buy Foreign Public Support? Evidence from Chinese Development Finance – CGIS research assistantship.
Projects
● Machine Learning for Options Flow – Detecting institutional activity and flow-driven anomalies.
● SilkCodex – AI-driven platform with vertically integrated data infrastructure for systematic research and reproducible backtesting.
● Decoding Skew & Volatility Selling Dynamics – Identifying dislocations in volatility surfaces for trade design.
Affiliations
Current
● Foghnan Trading LLC – Quant researcher.
Past / Academic
● UCLA Anderson – Master of Financial Engineering (MFE), Class of 2024.
● Washington University in St. Louis – B.A. in Computer Science & Political Science, cum laude, Class of 2022.
● Harvard University CGIS (2018) – Research affiliation on Chinese development finance and international public opinion.
Let’s collaborate!