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

Background

I earned my Bachelor’s degree in Economics with a focus on Finance from the University of Science and Technology of China (USTC). After graduating, I worked in the proprietary division of a hedge fund as a quant trader, where I researched high-frequency trading and alpha strategies in the Chinese stock market. Currently, I’m pursuing a Master’s degree in Finance at UBC Sauder School of Business.

Outside of my academic work, I enjoy building my own quantitative trading system and maintain a quantitative investment database, which I am currently integrating with stock and cryptocurrency exchanges.

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.