Hui GONG (Hugo)

Welcome

My CV can be found here.

My MathWorks File Exchange (MATLAB CENTRAL) can be found here.

Research interests

• Algorithmic Trading & High Frequency Trading

• Quant Finance (Asset Pricing, Risk Managemant & Relevant Software Development)

• Financial Econometrics

Teaching Assistant

• MATHGF03 - Equities, Foreign Exchange and Commodities Modelling (Exercise, Solution)

• MATHGF04 - Mathematics and Statistics of Algorithmic Trading (Pairs Trading)

• COMPG006 - Financial Programming: Foundation Course in Quantitative Development

• Financial Risk Management Turtorial (Toolkit, CRR Tree, Heston)

Other Information

• Crescent Quant Club

It is a Student Special Interest Group founded in 2014, which deals with the cutting-edge Quant and Computational finance specializing in designing innovative application for Financial Industry. It is a learning platform for software, mathematical and other skills. (How to join us?)

• I also published a Chinese novel called China on the Train. This novel described the current situation of Chinese society and advocated Science and Democracy. It mainly includes Economics, Finance, Real Estate, Law, Politics, Morality and so on. (More Information)

Contact Infromation

Department of Mathematics, University College London

Gower Place, London, WC1E 6BT

Mobile Number: +447412065268 / +8613957368586

WeChat/QQ: 345817879

Email: h.gong.12@ucl.ac.uk