People
A small team across quant research, engineering, and risk.
Research Lead
PhD in machine learning from Tsinghua. Runs the model layer — pattern detection and predictive systems across timeframes. Previously led an AI research team developing quantitative trading algorithms with multi-year live performance.
Markets & Macro
Dual degree in Economics and Finance from Peking University. Covers macro-driven positioning and cross-border capital allocation. Over a decade working with institutional investors across Asia, Europe, and the US.
Quantitative Strategy
Master’s in Financial Engineering from Tsinghua. Designs the statistical arbitrage and risk frameworks. Expert in high-frequency market microstructure analysis combining quantitative finance methods with live market data.
Engineering
Computer Science from Peking University. Focuses on infrastructure — scaling the systems that run adaptive strategies in production. Has led several fintech product launches from prototype to live deployment.
Algorithmic Systems
Computer Science from IIT Delhi. Works on reinforcement learning and algorithmic execution. Based in Singapore and Hong Kong; contributed to quantitative trading systems at leading regional hedge funds.
Risk & Derivatives
Applied Mathematics from Lomonosov Moscow State University. Handles risk modeling and derivatives pricing. Over a decade in Shanghai and Shenzhen building quantitative frameworks for volatility management and portfolio optimisation.