Summary
Daihui Gu is an options market maker and quantitative trader with 13 years of experience blending mathematical finance and software engineering to drive high-frequency, real-time trading systems. With an MSc in Mathematical Finance and a background in Financial Engineering, he has built Java-based tick-data pipelines, designed equity microstructure factors, and applied deep learning to generate trading signals. He’s worked across major Chinese brokerages including Huatai, Orient, and Industrial Securities, running top-tier options volumes and developing UHF market-making systems. Proficient in C++, Java, and Python, Daihui bridges research and production, turning quantitative models into low-latency execution. Outside markets he’s an avid football fan, a detail that reflects his competitive, team-oriented approach to problem solving.
12 years of coding experience
Bachelor's degree Financial Engineering, Bachelor's degree Financial Engineering at Shanghai University of Finance and Economics
Master of Science (MSc) Mathematical Finance, Master of Science (MSc) Mathematical Finance at University of Birmingham