Hello, I'm Edward Yu. I'm a builder at heart, and the founder of Variational Research, a technology firm building peer-to-peer decentralized derivatives. I'm interested in Bayesian statistics, machine learning/AI, quantitative trading, and decentralized applications.

The cities in which I spend the most time these days are (in no particular order): New York, NY; Berkeley, CA; Taipei, Taiwan.

Contact me at [email protected]

Professional stuff

• 2021-Present: Variational Research - I founded a protocol to enable bilateral derivatives on any underlying time series. We’re a small team backed by venture capital. News: $10m seed raise by Bain Capital Crypto, Peak XV, Coinbase Ventures, Dragonfly, others.
• 2019-2021: Genesis Trading - I was Head of Quantitative Research for one of the largest trading firms in crypto, doing market making on linear and options markets.
• 2017-2019: Qu Capital - I founded a stat arb hedge fund trading crypto. We raised money from various institutional investors and eventually sold it to Digital Currency Group (and its subsidiary, Genesis Trading).
• 2014-2017: I studied Applied Mathematics at Columbia University, graduating with honors with a Bachelor of Science.

Research

• Bayesian Neural Networks with Soft Evidence. Presented at the 2021 International Conference on Machine Learning workshop on Uncertainty & Robustness in Deep Learning
• Tree-based Pipeline Optimization Tool. In 2021, I contributed some features to this open source library for AutoML.
• A Bayesian Ensemble for Unsupervised Anomaly Detection. 2016 arxiv preprint, research was done (and implemented into production!) while I was at Facebook

Investing

My investing philosophy: many diversified alphas and a healthy dose of leverage.

I’m an angel investor in ~20 startups. I prefer seed stage or series A.