PhD Student | Statistics & Data Science
Chinese University of Hong Kong
[ From: Toronto, Ontario, Canada ]
Stealth Mode
[Planet Earth (?)]
Working on interesting things in stealth mode...
Pulsar Trading
[Hong Kong]
High-frequency cryptocurrency market making. Applied deep learning models to reduce adverse selection. Full-time position before PhD.
Millennium Management
[NYC]
Equity derivatives and volatility risk analysis. Developed risk models for options trading strategies.
Kronos Research
[Hong Kong]
High-frequency cryptocurrency trading research. Statistical arbitrage and market microstructure analysis.
Wellington Management / ECB / EIB
[Through Prof. Ali Hirsa, Columbia IEOR]
Conducted deep learning research for financial applications during Columbia MFE program.
My research interests lie at the intersection of mathematics and finance, focusing on:
▸ STOCHASTIC CONTROL
▸ FINANCIAL ENGINEERING
Currently exploring optimal control problems in high-frequency trading and developing theoretical frameworks for cryptocurrency market dynamics.