About Research Notebooks Contact
vahid@quant:~
$ |
Vahid Asghari

Vahid Asghari

Quant AI Specialist @ Premialab

Building intelligent systems for financial markets

Scroll to explore

Who I Am

Quantitative Research

Factor modeling, alpha research, and portfolio risk analytics for equity and derivatives strategies.

Machine Learning

NLP, time-series forecasting, and RL for signal generation, portfolio optimization, and market microstructure analysis.

System Building

Production-grade quant infrastructure: backtesting engines, large-scale compute systems, real-time execution systems, and risk management systems.

Community

Organizer of Hong Kong ML Meetups. Bi-monthly sessions on applied ML in finance.

I'm a quantitative developer and researcher with experience in equity space and equity derivatives. Currently working as a Quant AI Specialist at Premialab, responsible for developing in-house computational/quantitative tools and enriching the firm's products with AI and ML.

In my free time, I replicate academic papers, build full-stack applications, and cook for my family and friends.

Research Papers

Academic publications and applied research in quantitative finance and machine learning

Quant Notebooks

Quantitative analysis, trading strategies, and market research

Let's Connect

Interested in collaboration, research, or just want to chat about quant?

Limited Availability

Quantitative Finance Consulting

I offer technical consulting on systematic trading infrastructure, quantitative research methodologies, and portfolio analytics.

Schedule a Consultation

This is technical consulting only. I do not provide personalized investment advice, manage assets, or make specific buy/sell recommendations.