Tony Lau
Quantitative Analyst
Hong Kong, China
Summary
👤
Senior🎓
Top SchoolTony Lau is a quantitative analyst based in Hong Kong with eight years of experience building multi-factor and machine learning-driven investment strategies for a hedge fund. He combines rigorous econometric training (MPhil in data mining and an MA in applied economics) with hands-on coding in Python, R, SQL, STATA and EViews to design, backtest and deploy statistical arbitrage and risk-factor models. His background includes academic research on asset holdings and real exchange rates, where he implemented FGNLS and MCMC techniques and managed large macro- and industry-level datasets. At the hedge fund he focuses on strategy ideation, return attribution and database management, bridging research-grade models with production backtests. Colleagues value him for translating complex econometric methods into actionable trading signals and for his practical experience teaching database management and econometrics.
8 years of coding experience
3 years of employment as a software developer
Master's degree Applied Economics, Master's degree Applied Economics at City University of Hong KongEconomics, Economics at University of St.GallenHong Kong University of Science and Technology (HKUST)
Chinese, English, HakkaGithub contributions (5)
TonyYHLau/Frequent_Pattern_Tree
Nov 2017 - Apr 2021
Contributions:18 commits, 17 pushes, 1 branch in 3 years 6 months
TonyYHLau/Emotion_Recognition
Nov 2017 - Dec 2020
Contributions:2 pushes, 1 branch in 3 years 2 months
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