Jia Guo

Jia Guo is a Quantitative Researcher at Nebula Research & Development LLC - Global StatArb, based in New York, where he develops and implements advanced quantitative strategies for systematic investment management. His primary responsibilities include statistical modeling, deep learning for alpha discovery, and research across global equity markets, with a particular emphasis on systematic statistical arbitrage strategies.

Prior to joining Nebula, Jia served as an Alpha Researcher at Trexquant Investment LP, where he specialized in designing machine learning models to identify trading signals and improve portfolio performance in global equities and derivatives. He has also gained experience as a Data Scientist Intern at Meta, focusing on data-driven problem-solving and large-scale data analytics.

Jia holds a Ph.D. in Biostatistics from Columbia University, where his research interests encompassed deep learning, natural language processing, and quantitative models for alpha discovery. He is recognized for his published work in statistical genetics and healthcare analytics, further enriching his expertise in applying robust quantitative methods to complex data environments. His scientific background uniquely positions him at the intersection of data science, financial engineering, and investment research.