Summary
Adam Shen is an AI researcher and quantitative scientist with a decade of experience building trading signals and autonomous learning systems at the intersection of markets and deep learning. He has led teams focused on trading and signal generation while independently advancing LLM and agent foundations, with peer-reviewed presentations at ICLR, ICML, and ELLIS. Prior roles span crypto/DeFi strategy research and equity/options trading at JST Capital and Cutler Group, grounded in hands-on market-making and volatility work. Adam pairs a Physics and Business background from the University of Michigan with ongoing Financial Economics graduate study at Columbia, bridging rigorous quantitative modeling and practical market intuition. Based in Rochester, Michigan, he blends technical depth in deep learning and autonomous driving research with a trader’s appetite for real-world impact and well-timed humor. An avid cultural explorer, he has used international travel to inform his collaborative research and startup endeavors.
10 years of coding experience
Bachelor’s Degree Physics, Bachelor’s Degree Physics at University of Michigan
Master's degree Financial Economics, Master's degree Financial Economics at Columbia Business School
Bachelor of Business Administration (BBA) Business Administration and Management General, Bachelor of Business Administration (BBA) Business Administration and Management General at University of Michigan - Stephen M. Ross School of Business
UM-SJTU Joint Institute, Shanghai Jiao Tong University