About
Quantitative Trading and Institutional Investment
My current professional focus is quantitative trading. I develop and operate medium-frequency systematic strategies in digital asset perpetual futures.
My background also includes institutional fund-of-funds investing at a major financial institution, where I evaluated primarily venture capital fund managers alongside quantitative fund managers.
Education
Tsinghua University
B.Eng. · Electrical Engineering
The University of Hong Kong
Master of Economics
London School of Economics and Political Science
MSc · Financial Statistics
01 / Quantitative Trading
Strategy Research and Live Trading
I have developed medium-frequency systematic strategies for digital asset perpetual futures and independently built and deployed the system used to trade them live. My responsibilities cover strategy research, historical testing, live implementation and ongoing operation.
Research involves preparing market data, developing strategy hypotheses and evaluating them through historical tests. I use these tests to examine strategy behavior, robustness and risk.
For live trading, I implement market-data processing, signal generation and order management, supported by startup position checks and operational monitoring. I also review live strategy behavior and maintain the system as market data and operating conditions change.
Live Trading System
This interactive diagram presents the main components of my live trading system and their responsibilities. It shows the implementation that supports live strategy execution and ongoing operation, from market-data preparation and signal generation to order management and operational controls.
Live system responsibilities
The diagram covers six modules used in live operation. Strategy research and backtesting are outside its scope.
Select a module to view its role. Press Escape to return to Overview.
Conceptual system architecture
A conceptual overview of live-system responsibilities. Strategy rules, implementation details and internal interfaces are omitted.
02 / Institutional Investment
Fund-of-Funds & Manager Research
My institutional fund-of-funds work involved evaluating primarily technology-focused venture capital managers, alongside some quantitative fund managers.
I contributed to manager screening, investment proposals and due diligence, participated in investment discussions, and supported transaction execution and post-investment monitoring. This included coordination with legal and compliance teams during the investment process.
Manager research involved examining each manager’s strategy, track record, portfolio and organization to assess the investment case and identify issues requiring further investigation.
Manager evaluation / Research areas
VC and quantitative manager assessment
These illustrative questions show how the assessment of venture capital and quantitative fund managers differs across strategy, track record, portfolio, investment process and governance.
Select a research area to view the assessment questions.
Investment strategy and sources of return
Venture capital GPs
How does the GP source and select investments, and is the existing portfolio consistent with its stated strategy?
Quantitative fund managers
What is the source of return, what evidence supports its persistence, and under which market conditions might it weaken?
Recent research work
AI-assisted financial research
More recently, I have developed LLM-assisted workflows for reviewing financial reports and structured information. These workflows retrieve relevant material, organize evidence and produce outputs that can be checked against their sources. Source verification and human review remain part of the process. This work is separate from my earlier institutional FoF experience.
My CV provides further details of my professional experience and education.
Download CV