Kaidong Zhang

Kaidong Zhang is a Quantitative Research Analyst at Stevens Capital Management LP, based in Jersey City, NJ. In this role, he focuses on the development and implementation of empirically driven, systematic trading strategies within a leading quantitative hedge fund environment. His responsibilities include researching asset pricing, investor behaviors, and the use of advanced statistical and machine learning techniques to improve trading outcomes.

He specializes in liquid asset classes such as global futures, currencies, and equities, utilizing proprietary low-latency algorithms for high-frequency trading. His academic research interests extend to topics such as prospect theory and algorithmic decision making within financial markets, as evidenced by his scholarly publications.

Prior to joining Stevens Capital, Kaidong Zhang built expertise in quantitative finance and computer science through rigorous academic training and research. He is recognized for his analytical skills and contributions to the advancement of quantitative methods in the investment management sector.