Xiaoming serves as the Lead Quantitative Strategist at Huatai Securities with a team of thirteen professionals.

Prior to joining Huatai in 2015, Xiaoming worked seven years at the quantitative research groups at CITIC Securities Research and the Guoxin Securities Economics Research Institute. Xiaoming also worked on the buyside for one year at a long-short hedge fund. Xiaoming received a master’s degree from Peking University.

Xiaoming and Team’s work entails multiple areas: 1) Top-down asset allocation models for the Chinese market that have been incorporated into multiple strategies of different major Chinese financial institutions. 2) Top-Down Global Quant Economic Cycle models (see hist team’s HycleS1 Index and SPDBGCS1 Index on Bloomberg), and 3) Bottoms-up Multi-factor stock selection models.

Xiaoming and his team also perform and write in-depth about Artificial Intelligence stock selection techniques. He and his team regularly create wealth management products that focus on fixed income products combined with index options.

Xiaoming placed first in the Institutional Investor All-China poll for Quantitative Research (mainland) in two consecutive years in 2019 and 2020.