I am a third-year PhD candidate in the ICME (Institute for Computational and Mathematical Engineering) at Stanford University. My PhD advisor is Professor Tze Leung Lai. I received my Bachelor’s degree in Mathematics and Physics (2014) from Tsinghua University.
My current research interests is AI applied in quantitative trading. To apply theory in practice, I co-founded a trading firm, Insanity Trading, based in Beijing with alumni from Stanford University, Peking University and Tsinghua University. With the deep understanding of China market characteristics, we integrate modern statistical theories, cutting-edge AI algorithms and sophisticated optimization methods into our trading strategies, hence consistently achieve exceptional returns with minimum influence from market conditions.
If you want to implement your strategies in Chinese markets, or need supports in developing trading ideas, please feel free to contact us.
portfolio optimization, quantitative trading, reinforcement learning, machine learning, data mining