// Service

Consulting by people who publish the math.

With a team of highly qualified financial engineers, computer science professionals and world-class mathematicians, we help customers on different aspects of their quantitative business. Our research interests include financial engineering, trading strategy, artificial intelligence, asset allocation (portfolio optimization) and statistical modeling.

// Expertise

What we can help with

AI & Machine Learning

Apply modern AI and machine learning technologies to trading, risk and data problems.

Financial Infrastructure

Customized financial infrastructures and simulation engines, built on our own S2/AlgoQuant stack.

Factor & Optimization Models

Design and implementation of factor models and portfolio optimization models.

Indices & Risk Factors

Self-calculated indices and proprietary risk factors, computed and maintained daily.

China Market Access

Chinese market access, local data sources and a decade of on-the-ground trading experience.

// Services

How we engage

Consulting

We help you fully exploit AlgoQuant and our other products, working with you in all stages of mathematical modeling and implementation.

Quantitative Finance

Our team are experts in algorithmic/quantitative trading and risk management. We partner with family offices and funds to develop trading models and technology infrastructure.

Code Refactoring

We have seen corporate code bases degraded by legacy and copy-paste-from-textbook code. We refactor your code to be solidly object-oriented and, more importantly, testable.

Partnered Development

We are open to collaboration in developing new products. If you plan to develop and distribute a product that uses AlgoQuant, we would like to hear from you.

Training

We offer presentations, lectures and courses in mathematics, financial engineering and object-oriented programming.

Teaching & Research

If you are an academic institution or research organization and would like to use AlgoQuant in your courses or research, we will be glad to help.

// Clients

Who we work with

Brokerage housesMultinational corporationsVery high net worth individualsGambling groupsAcademic institutions

// Core Team

The people behind the models

Dr. Kevin Sun

Founder

Dr. Kevin Sun co-founded the NM Group with Haksun. They both share the same passion of applying mathematics to real-world problems. Kevin oversees the company's operations and makes sure that things run smoothly. Kevin coded up a bulk of our statistical packages. He also developed a few trading models for trading options and trading events. Besides investing in the secondary market, Kevin is a seasoned and avid investor in the primary market, seeding many successful start-ups and funds.

Dr. Kevin Sun was a quantitative analyst at BNP Paribas where he built statistical models for quantitative trading.

Dr. Kevin Sun holds a B.S. and a M.S. in Pure Mathematics from the University of New South Wales, a M.S. in Financial Mathematics and a Ph.D. in Statistics from Stanford University.

Dr. Alfred Shang

CHIEF ADVISOR

Dr. Alfred Shang is the Chief Executive Advisor of NM FinTech LTD. He advises the management on business strategy, policy and operation.

Dr. Alfred Shang is CEO and co-founding partner of BitRock Capital, a venture capital firm that backs overseas startups enabled by the latest sustainable technology trends and capital-market developments. As CEO he runs the team, the investment portfolio and overall operations, and works with founders on strategy, business model and fundraising. He has led investments in several leading companies, including Linklogis, OneDegree, Sygnum, Panda Remit, YUP, Fenbeitong and Lingxi Technologies.

Before co-founding BitRock Capital, Dr. Alfred Shang was a partner and head of the Financial Services Practice at Bain & Company, Greater China, where he spent roughly 15 years advising leading Chinese and global financial institutions and asset managers on key strategic and operational topics.

Dr. Alfred Shang holds a B.A. from University of Chicago and a Ph.D. in Finance and Investment from Harvard University.

Dr. Derek Wang

Chief Operating Officer

Dr. Derek Wang is the Chief Operating Officer of NM FinTech LTD. He is responsible for daily administration and business operation. Derek is an expert in computational finance. He is leading a team of researchers to process a large amount of market data using technologies such as high-performance computing, parallel computing, AI and machine learning.

Dr. Derek Wang has a decade of experience in major commercial banks, where he developed profitable quantitative trading strategies, using such as high frequency as well as L2 data.

Dr. Derek Wang holds a Ph.D. in School of Electronics Engineering and Computer Science from Peking University. He is a visiting research fellow in Chinese Academy of Sciences.

Dr. Daehwan Kim

Expert in Quantitative Equity Portfolio Management

Dr. Daehwan Kim is an expert in quantitative equity portfolio management. He develops our factor model, equity portfolio analytics and risk management system.

Dr. Daehwan Kim is a professor of Economics in Konkuk University. Previously, Daehwan was a senior portfolio manager in First Private Investment Management. He was a senior Economist in FOLIOfn, Inc.

Dr. Daehwan Kim is considered a foremost expert in equity portfolio construction and management. He is a co-author with Ludwig Chincarini of the seminal textbook “Quantitative Equity Portfolio Management” (New York: McGraw Hill, 2006).

Daehwan holds a B.S. in Economics from Seoul National University and a Ph.D. in Economics from Harvard University.

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