Michael Li
Quantitative Researcher Developer
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolMichael Li is a quantitative researcher and developer with 12 years of experience applying physics-trained rigor to systematic trading and computational science. Currently at AlphaCrest Capital Management, he builds statistical-arbitrage models and production research systems informed by deep knowledge of financial markets. His early career as a Computational Scientist and Scientific Associate at Brookhaven National Laboratory reflects strong expertise in numerical methods, large-scale simulation, and data-driven experimentation. Michael holds a Ph.D. in Applied Physics from Columbia and a BS in Physics from Peking University, bringing a rare blend of theoretical insight and production engineering. He is comfortable bridging research and engineering—translating complex stochastic models into robust, deployable code. Based in New York, he combines academic-level quantitative modeling with hands-on system design to accelerate alpha generation.
13 years of coding experience
7 years of employment as a software developer
BS, Physics, BS, Physics at Peking UniversityPh.D., Applied Physics, Ph.D., Applied Physics at Columbia University - Fu Foundation School of Engineering and Applied Science
Github Skills (102)
conda10
anaconda10
data-acquisition10
conda-forge9
data-model9
data-export9
scalar9
least-squares9
azerothcore9
uid9
control-systems9
conda-build9
python9
electron9
curve-fitting9
Programming languages (7)
Github contributions (5)
licode/PyXRF
Apr 2015 - Mar 2019
Fluorescence fitting GUI.
Contributions:3 PRs, 505 pushes, 115 branches in 3 years 11 months
fittingfluorescencegui
licode/scikit-beam
Jan 2015 - Sep 2017
Contributions:5 PRs, 109 pushes, 38 branches in 2 years 8 months
nsls-iitls
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