Dr. Haksun Li
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.
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.
- Hong Kong University of Science and Technology, Department of Mathematics
- Fu Dan University, School of Economics
- Beijing University seminar
- 复旦大学经济学院 校外导师