Brief Bio
In 2016, I founded AQUMON, a financial technology company, and currently serve as the Chief Scientist. I lead the development of a research and investment system driven by mathematical models and machine learning, creating wealth management solutions for portfolio construction, analysis, and risk control. I have trained over 100 algorithm scientists and engineers, and our technological solutions have been implemented, empowering more than 50 major financial institutions across Asia.
Before establishing AQUMON, I held visiting and teaching positions in the Mathematics Departments of the Hong Kong University of Science and Technology, Imperial College London, and City University of Hong Kong. My academic research focused on probability theory, stochastic optimal control, and financial engineering. I have published four articles as the first author in renowned academic journals in the field of financial mathematics and presented at international academic conferences.
The Value I Bring
I specialize in technologies such as mathematical modeling, data science, and machine learning, while possessing a deep understanding of both domestic and international financial sectors, particularly in wealth management. Based on this expertise, I can identify pain points within the wealth management industry from a business perspective. I then lead the technical team to implement efficient technological solutions that address these industry challenges, creating a positive feedback loop between business value and technological innovation.
Areas of Expertise
Technical Skills
Model-Driven Investment Strategy Framework: Development of a global asset allocation system, generation of economic cycle rotation signals using AI technology through a top-down approach, bottom-up selection of underlying investment targets, risk control systems, and quantitative strategies for long/short equity.
Machine Learning Framework for Effective Investment Factor Selection: Data ETL (Extraction, Transformation, and Loading), single-factor performance simulation and evaluation metrics, and multi-factor integration for comprehensive assessment.
Portfolio Optimization and Rebalancing: Optimal modeling for portfolio construction, automated rebalancing systems, and modeling to minimize drift between theoretical portfolios and current holdings.
Algorithmic Trading Design: Trading Cost Analysis, strategy allocation, and Trading Cost Minimization for rebalancing.
Management Skills
Building Technical Teams from the Ground Up: Successfully recruited and trained over 100 algorithm scientists and engineers.
Cultivating an Efficient, Equitable, and Open R&D Culture: Focusing on meritocracy to select and promote talent.
Leading the Technical Team in Developing and Implementing Over 50 Major Projects: Balancing team costs, project functionality expectations, and timelines to find optimal solutions.
Leveraging University R&D Resources and Government Research Grants: Reducing R&D trial-and-error costs and attracting top talent.
Business Acumen
Effective Communication of Technical Advantages and Value to Clients: Conducting pre-sales technical due diligence and consulting to facilitate successful contract signings.
In-Depth Understanding of the Financial Industry, Especially Wealth Management: Insight into client pain points, demonstrating technical value by addressing user needs.
Compliance and Regulatory Expertise: Serving as a Responsible Officer for SFC licenses 1/4/9 and an investment advisory responsible officer for MPFA, ensuring that technical solutions are compliant with regulations.
Developing Effective Business Models: Creating a positive feedback loop between business revenue and technological iteration optimization, fostering a virtuous cycle.
Some facts about me
I was born and grew up in Taiwan (台灣).
I served the mandatory military service in Taiwan as a grenade launcher soldier from 2004 to 2006.
have been living with my wife and daughter in Hong Kong since 2007