This is a personal biography of Dong Zhou. I recently left Microsoft Research to found a new hedge fund company in China Shanghai. Stay tuned 🤗!

I obtained both my bachelor's degree and master's degree from Peking University, in July 2016 and July 2019 respectively. Throughout my bachelor degree, I learned a lot about natural science and later joined Prof. Yanyi Huang's Lab for scientific research. It's also at that time I realized how hard it is to make a significant breakthrough in science and turned to pursue my career in engineering. I jumped into the data science major for my graduate education and also found my favorite field: quantitative investing + machine learning (QIML). I was also so fortunate to be supervised by Prof. Weinan E for this research direction.

I became a Researcher at Machine Learning Group, Microsoft Research Asia (MSRA) in July 2019, right after my graduation from Peking University. During this period, I worked on many QIML research topics including stock prediction, covariance estimation, and order execution. Beyond research, I also designed many practical solutions for external industry partners (ChinaAMC & Taiping Asset Management) and internal partners (MSN Money).

Before joining MSRA as a full-time employee, I also spent more than one year as an intern at the same group. I created Qlib since March 2018 and developed Qlib versions up to 0.2.2 during this internship period. In these early versions I prototyped the entire QIML workflow from data to model to backtest. (These commits are not preserved when we open sourced Qlib).

I like watching Japanese anime & TV series and all science fiction movies. I don't like playing computer or mobile games. I like running and had finished two marathons during my school life.