Vahid Asghari
Quant AI Specialist at Premialab
Cross-asset risk, QIS optimization, and production ML — Ph.D. in Engineering
Hong Kong
About
I build production risk engines, optimization pipelines, and AI tooling for institutional quantitative strategies — from vanilla options and equities to swaps and QIS portfolios.
Previously I ran automated trading and ML research at Muziris Research. My academic work spans infrastructure asset management, simulation, and multi-agent reinforcement learning (Google Scholar).
Outside of work I organize Hong Kong ML — talks that bridge academia and industry — read papers and philosophy, run trails, and cook for family and friends.
Selected work
Quant notebooks
Exploratory studies in momentum, stat arb, forecasting, and crypto — with charts and methodology notes.
Research summaries
Longer-form notes on peer-reviewed and systems research from my Ph.D. and collaborations.
Hong Kong ML
A recurring meetup for researchers and practitioners — main talks, lightning pitches, and open networking. Past seasons covered quant finance, GenAI, NLP, and Web3.
Interested in speaking or sponsoring? Get in touch.