Hello!

I’m Xiaogang Li, a Ph.D. in Economics with a specialization in Quantitative Finance. I mainly focused on developing statistical models for equity and fixed income products. My expertise includes the application of machine learning, data mining, large-scale panel data, and time series techniques to equity and fixed income products. Additionally, I have a keen interest in systematic trading strategies and algorithm development.

What I’m interested in:

• Algorithm Trading: I’m applying machine learning techniques to financial data to generate algo trading stragegies.
• Machine Learning: I’m interested in utilizing advanced machine learning techniques for multivariate signal detection of time series data obtained from server logs, properly preprocessed.
• Fixed Income Products: I have acquired significant experience and expertise in quantitative modeling and algorithmic trading strategies for fixed income products, commodities, options, and credit derivatives.

Thank you for visiting, and if you have any questions or feedback, please feel free to contact me. Many parts are still a work in progress. Enjoy your browsing!