Hi! I’m Siyang Liu. Welcome to my webpage! You can view my CV here.

Background

I am a PhD student in Finance at the UBC Sauder School of Business. I previously completed a Master’s degree in Finance at UBC Sauder. Before that, I worked as a quantitative trader in the proprietary division of a hedge fund, focusing on high-frequency trading and alpha strategies in the Chinese stock market. I earned my Bachelor’s degree in Economics from the School of Statistics and Finance at the University of Science and Technology of China (USTC).

Research Interests

I am particularly interested in asset pricing, both empirical and theoretical, focusing on connections between financial markets and the macroeconomy. Outside of specialized finance topics, I also have a strong interest in utilizing state-of-the-art deep learning technology to advance finance research.

Public Goods

I maintain a collection of public goods on my webpage, including lecture notes and courses that have been incredibly useful to me. You can explore them here. This is my effort to promote open access in academia.

Disclaimer: All materials are for educational purposes only, and I do not claim ownership of the content; full credit goes to the original authors.