Hey there! I’m Allen Wang and this is my personal website. I call this online hub of mine Allen’s Whiteboard ‘cause I really enjoy drafting here anything I’m interested in. I finished my undergrad with a B.A. in Mathematical Economics from Fudan University in China, and a (not-BS-at-all) B.S. in Econometrics and Operations Research from de Rijksuniversiteit Groningen in Netherlands. Guess you’re wondering why on earth would a man go for two degrees across the whole Eurasia Plate. I don’t quite know, either. Human beings are notorious for changing their “lifelong persuit” all their entire life. I’ve known how economists would use game theory to explain a trade-war. I’ve seen how econometricians and statisticians argue over p-value (and agree on time-series analysis, sadly). I’ve even tried to solve real-life ward allocation as an ill-posed optimization problem. But eventually, it turns out that I’m most excited after designing a successful poker AI following game theory, that I’m more keen on predicting price dynamics regardless of method, and that I modeled the ward problem as a high-dimensional flappy bird game and solved it with reinforcement learning — really enjoyed playing it myself and realizing how impossible it was to beat my AI on scoreboard. Late 2018, I jumped onto the flight to America and received a M.S. in Financial Mathematics from the University of Chicago the second year. I’m currently a quant in a propriatary trading firm based in Chicago. I play poker, ping pong and a number of other ball games. I also spend hours on all sorts of, sometimes competitive, video games every week with my pals. I’m a certified saxophone player with almost 20 years of experience and an amateur gastronome doing experiments in his kitchen every single day.

You’re always welcome to use Left and Right arrow keys on your keyboard when browsing my blog.

这里是汪洋的个人主页。本人来自银河系料酒之乡浙江绍兴,现居芝加哥,考出了驾照但还是不喜欢开车(但很喜欢骑自行车,guess what)所以多年待业在家,偶尔吹萨克斯,也会画一点画(譬如这个网站的头像)、打一些球、拉一杯拿铁甚至偶尔滑一个雪,但都不是很精通;业余帮本地一家小公司采购面粉和猪肉汽油什么的,所幸还没被开除。我在人生的前四分之一认识了了很多有意思的人,比如著名算法科学家毛毛;也遇到过不少糟心的事,譬如强迫自己在复旦学经济。我是一个很普通的人,梦想有朝一日能上火星,持有但非常怀疑比特币,同理for大部分机器学习,打狼人不擅长悍跳,打各种游戏优先武僧,平生最害怕的事情是在任何场合碰上猪队友、下班起身发现代码有bug、买了好多食材最后过期和别人问我“为什么你头像是一个红色的电话亭”(历时三年我终于换掉了这个头像)。你或许已经发现(或许没有)我有一点点强迫症,所以如果你发现我的博客有什么地方出现了问题,请第一时间告诉我:你可以通过邮件联系我,谢谢。最后,允许我假装文青地送一句诗给你(别问我为什么是这句,刷新一下页面你就知道了):