Yehong Liu
Co-Founder & Chief Investment Officer at SHUFA Investment
Pudong, Shanghai, China
Summary
👤
Senior🎓
Top SchoolYehong Liu is a Machine Learning Ph.D. and quantitative investor with nine years of experience building DRL-driven high-frequency trading strategies for the A-share market. As Co-Founder and Chief Investment Officer at SHUFA Investment, he blends academic rigor from The University of Hong Kong with hands-on portfolio management and leadership roles across Tianyan Capital and Lingjun Investment. His background spans equity derivatives and delta-one products at CICC to fixed income analysis at Morgan Stanley, giving him a rare cross-asset view that informs robust algorithmic trading decisions. Known as a machine learning researcher on GitHub, he focuses on pushing research into production-grade trading systems that emphasize execution efficiency and risk-aware learning. Based in Pudong, Shanghai, he often operates at the intersection of advanced ML research and real-time market microstructure, turning novel DRL ideas into live alpha-generating strategies.
9 years of coding experience
3 years of employment as a software developer
The University of Hong Kong (HKU)
Chinese, EnglishGithub contributions (5)
liuyehong/DLearn
Jan 2017 - Feb 2018
Contributions:19 commits, 17 pushes, 1 branch in 1 year 1 month
liuyehong/OHLC
Nov 2019 - Nov 2019
Contributions:27 pushes, 1 branch in 2 days
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.