Hetong Di

Hetong Di is a Quantitative Analyst at Belvedere Trading, LLC, a Chicago-based proprietary trading firm specializing in equity index and commodity derivatives. In his current role, he develops quantitative models and analytics to enhance the firm's trading strategies, with responsibilities spanning research, algorithm development, and risk management.

Di's primary expertise lies in the analysis and modeling of derivatives—especially within equity indexes and commodities, which are core focuses of Belvedere Trading's operations. His background in quantitative quality assurance and research enables him to bridge advanced financial theory with robust, production-ready systems that support proprietary trading and market-making activities.

Prior to his analyst role, Di served as a Quantitative Quality Assurance Analyst at Belvedere Trading, and worked as a Research Assistant at The University of Chicago Booth School of Business. He holds degrees from The University of Chicago and Zhejiang University, underpinning his proficiency in quantitative finance and computational methods. Di is recognized for improving model testing practices and contributing to the firm's technological innovation in derivatives trading.