Weizhi Liu
Research Analyst at Cubist Systematic Strategies
Hong Kong Island, Hong Kong, China
Summary
👤
Senior🎓
Top SchoolWeizhi Liu is a research analyst and quantitative researcher with 11 years of experience building and evaluating systematic strategies across global markets, currently at Cubist Systematic Strategies in Hong Kong. He combines a PhD-focused background in Industrial System Engineering and Management from NUS with hands-on production research spanning bonds, equities, commodities, and FX, including portfolio optimization and data-ops tooling. His track record includes designing hundreds of long-short strategies at WorldQuant with strong risk-adjusted performance, including an out-of-sample Sharpe ratio of 5.26 for a top-performing strategy and top regional honors in the 2017 WorldQuant Alphathon. Earlier, he led simulation-budget allocation research at NUS and developed a multi-factor, machine-learning-driven framework for forecasting month-ahead returns, plus an automatic stowage planning tool saving millions for CMA CGM. He also built graph-based anti-fraud analytics at ADVANCE.AI, deploying production-ready detections on large ride-order datasets. Based in Hong Kong, he blends rigorous optimization with pragmatic engineering to turn noisy data into disciplined, low-correlation alpha.
11 years of coding experience
3 years of employment as a software developer
Bachelor's Degree, Financial Engineering, Bachelor's Degree, Financial Engineering at Nanjing UniversityDoctor of Philosophy (Ph.D.), Industrial System Engineering and Management, Doctor of Philosophy (Ph.D.), Industrial System Engineering and Management at National University of Singapore
Chinese, English
Github Skills (20)
reinforcement-learning9
gymnasium9
q-learning9
machine-learning8
deep-learning7
pane4
hexo2
sphinx2
python2
editing2
python-bindings2
latex2
bootstrap-theme1
css1
javascript1
Programming languages (3)
Github contributions (5)
Greenwicher/BiblioPy
Apr 2014 - May 2014
Contributions:5 commits in 1 month
Greenwicher/wiki
Feb 2016 - Mar 2018
Contributions:267 pushes, 3 branches in 2 years 1 month
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