Barret Shao

Barret Shao is a Quantitative Analyst at THE TUDOR GROUP, based in Baltimore, Maryland, where he leverages advanced quantitative methods to drive systematic investment strategies and risk management. In his current role, he is focused on the research and implementation of quantitative models spanning global macro and multi-asset investment, with particular emphasis on derivative and digital asset strategies.

Prior to joining THE TUDOR GROUP in 2024, Barret served as Director of Quantitative Research at XBTO Group, where he led the development of algorithmic trading models and risk frameworks for digital assets from 2021 to 2024. He also built systematic strategies as Senior Quantitative Researcher at Evince Asset Management LP, primarily for equities and derivatives markets between 2018 and 2021.

Barret holds a PhD in Quantitative Finance from the State University of New York at Stony Brook, as well as dual undergraduate degrees in Mathematical Economics and Automatic Control from Xiamen University. His expertise spans machine learning, stochastic modeling, and the construction of high-frequency and cross-asset systematic investment solutions, with significant contributions to advancing quantitative techniques for digital asset and macro trading.