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Dr. Haksun Li

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Dr. Haksun Li is a founder and the CEO of NM LTD., an algorithmic trading research and mathematical modelling consulting company. The firm serves brokerage houses and funds all over the world, multinational corporations, very high net worth individuals and gambling groups. Prior to this, Haksun was a quantitative trader/quantitative analyst with multiple investment banks. He trades stocks, options, commodity futures, FX and bonds. He has w

Prof. Haksun Li is a co-founder of NM LTD., NM FinTech LTD., NM Optim LTD. and Atomus Asset Management.

The group of NM companies has the single mission of “Making the World Better using Mathematics”. Under his leadership, the company group serves security houses, hedge funds, high-net-worth individuals, multinational corporations, factories and plants all over the world.

NM LTD. is dedicated to the research and development of innovative computing technologies for business operations as well as quantitative wealth management. Using state-of-the-art computer science, Haksun has developed a suite of programming libraries of fundamental and advanced mathematics. The suite has made the otherwise very-hard-to-understand and inaccessible mathematical theories at the fingertip of business users.

NM Optim LTD helps factories and plants to streamline operations, improve productivity and increase revenue by applying operations research and optimization theories. It is the bridge between industries and academia. Haksun leads a team to revolutionize the workflow of factories by making more efficient use of resources, better scheduling, better management, better pricing, etc., all based on mathematical models, bringing companies to Industry 4.0.

NM FinTech LTD. develops financial analytic systems for quantitative portfolio managers worldwide. For the U.S. equity market, Haksun created a Risk Management System, together with a factor library and tools for portfolio construction. For the China bond market, Haksun created SuperCurve which is the only accurate yield curve publicly available for pricing Chinese bonds, together with a suite of fixed income analytics.

Atomus Asset Management is a hedge fund in Shanghai, China. Haksun leads the research team to use advanced technologies, such as AI and Big Data, to develop quantitative trading strategies. The fund has achieved excellent stable investment performance.

Haksun is the associate dean and a professor of the Big Data Finance and Investment Institute of Fudan University, China. Prior to that, Haksun was a quantitative analyst and a quantitative trader at UBS and BNP Paribas.

Haksun holds a bachelor’s degree in mathematics and a master’s degree in financial mathematics from the University of Chicago, as well as a master’s and a doctoral degree in computer science and engineering (with specialization in A.I.) from the University of Michigan, Ann Arbor.

Academic Duties

Dr. Haksun Li is/was

  • a Vice Dean of the Big Data Finance Institute of Fudan University, China;
  • an Adjunct Assistant Professor of the Department of Mathematics, National University of Singapore;
  • an Adjunct Associate Professor of Banking & Finance at Nanyang Business School, Nanyang Technological University. He was also an industry fellow.
  • external adviser, Fu Dan University, School of Economics

He also taught at these universities in the past.

介绍

李克辛教授是九算股份有限公司、九算金融科技有限公司、九算优化科技有限公司的创始人和总裁、上海简雍资产管理有限公司的创始合伙人。

九算集团的愿景和使命是：用数学让世界更美好。在李教授的领导下，公司为世界各地的证券公司、对冲基金、高净值人士、跨国企业和工厂等提供服务。

九算股份有限公司致力于研究和开发创新的计算技术，用于量化交易和商业运筹管理。李教授使用最先进的计算机科学，开发了一套基础和高等数学的编程库。该技术使本来非常难以理解且难以实现的数学理论可以简单便利地被利用。

九算优化科技有限公司通过应用运筹学和优化理论帮助公司和工厂优化运营，提高生产力并增加收入。我们是业界与学术界之间的桥梁。李教授领导团队为生产过程建立数学模型并进行优化。这使工厂可以更有效利用资源，更好的调度，更好的管理，更好的定价等来数字化工厂的工作流程，进入了工业4.0。

九算金融科技有限公司致力于金融数学模型的开发和量化交易的专业培训。李教授针对美国股票市场开发了一个风险管理系统，以及用于构建投资组合的工具库和因子库。对于中国债券市场，李教授创建了“超级曲线”系统，为国内目前最准确最先进的收益率曲线，以及一系列固定收益分析和定价模型等。

简雍资产是一家位于上海的对冲基金。李教授带领其投资研发团队，运用人工智能深度学习，大数据等领先技术进行交易策略研究，用科学方法来制定量化交易策略。该基金取得了出色的稳定投资业绩。

李教授现为复旦大学教授并大数据金融研究院副院长。在此之前，李教授曾先后在瑞士银行和法国巴黎银行从事量化交易的工作。

李教授拥有芝加哥大学的数学学士和金融数学硕士学位，以及密歇根大学计算机硕士和人工智能博士学位。

学术职务

李博士是/曾是

  • 复旦大学大数据金融研究院副院长
  • 新加坡国立大学数学系的兼职助理教授
  • 新加坡南洋理工大学商学院的兼职副教授，院士
  • 复旦大学经济学院 校外导师

李博士还任教于这些大学。