I am a quantitative trader with experience in credit default swaps, corporate bonds, equities and crypto futures markets. Currently working at ADIA in Abu Dhabi. Before joining ADIA, I worked for hedge funds in Hong Kong, London, and Paris (reverse chronological order).

My research interests include (excluding proprietary research for alpha strategies) generative adversarial networks, knowledge graphs, graph neural networks, information geometry, geometry of correlation matrices, hierarchical clustering.

My two most innovative ideas in academic research:

Some research presentations I did at conferences can be found here

Some of my research has been featured in Risk.net: - In fake data, quants see a fix for backtesting - Quants turn to machine learning to unlock private data

And, in MIT The Net Advance of Physics.

I organize a monthly meetup on Machine Learning and its applications in Hong Kong:

I’m also starting a similar Meetup in Abu Dhabi:

Any views expressed here are unrelated to my current and past employers or what I do for them.