Lanston Lane-Chun Yeung

Lanston Yeung is an MS Student in Operations Research at Columbia University in the City of New York. He holds a B.Sc. degree in Mathematics from The Chinese University of Hong Kong.

Articles by Lanston Lane-Chun Yeung

Original research

An uncertainty quantification framework for the achievability of backtesting results of trading strategies

In this paper, the authors propose a framework for implementing and backtesting trading strategies.

20 Sep 2017