Vincent Jiang

Vincent Jiang is a Quantitative Researcher at Aquatic Capital Management, based in Chicago, IL. In his current role, he focuses on developing systematic trading strategies and leveraging advanced statistical methods and machine learning to analyze financial markets, primarily across liquid asset classes such as equities and futures. His expertise lies in uncovering and modeling market inefficiencies using quantitative approaches, with a strong emphasis on data-driven investment decision-making.

Before joining Aquatic Capital Management in 2022, Vincent held the role of Quantitative Research Intern at GSA Capital, where he contributed to research on signal generation and portfolio optimization. He has also worked as an Applied Scientist at Amazon, utilizing his skills in data science and algorithm development to solve complex business problems in a large-scale tech environment.

Vincent holds a PhD in Computer Science and Finance from the University of Chicago and a Bachelor's degree in Computer Science from the University of Illinois at Urbana-Champaign. His technical expertise spans machine learning, statistics, and high-frequency trading systems, making him a valuable asset in the quantitative investment space. He is recognized for his analytical rigor and ability to bridge advanced research and real-world investment applications.