HKU HKU Dept of Statistics & Actuarial Science, HKU
Samuel P.S. WONG

Adjunct Professor

BSc, MPhil (HKU); PhD (Stanford)

  • Current Professional Position and Services
    • CEO and Chief Quant, 5Lattice Securities Limited (2014-Present)
    • Honorary Professor of the Department of Statistics and Actuarial Science, The University of Hong Kong (2016-Present)
    • Advisory Council Member of Stanford Quantitative Finance Program (Hong Kong) and Adjunct Professor for the course of Big Data and Algorithmic Trading (2013-Present)
    • External Exam Reviewer of the Financial Risk Manager (FRM) Exam of The Global Association of Risk Professionals, Inc. (GARP)

  • Education
    • Ph.D. in Statistics, Stanford University
    • M.Phil. in Statistics, The University of Hong Kong
    • B.Sc. in Mathematics, The University of Hong Kong

  • Research Interest
    • Algorithmic Trading, Quantitative Finance, Risk Management, Machine Learning, Computational Statistics, Time Series Analysis, Biostatistics and Applications of Statistics in Medicine (in particular Pediatrics)

  • Book Forthcoming
    • Quantitative Trading, coauthored with Xing GUO, Tze Leung LAI and Howard SHEK, Chapman and Hall/CRC, 2016

  • Other publications and recent presentations