I obtained my PhD in Statistics from Stanford University after being trained in the Department of Mathematics and the Department of Statistics at The University of Hong Kong. Some people call me Dr. Wong even though I am not a medical doctor. It’s because I formerly held faculty positions in UC Davis, The Hong Kong University of Science and Technology, and The Chinese University of Hong Kong. Please address me by “Sam”, my preferred name.
Other than my past academic experience, I was a chief modeler of a Basel II project for a bank in Hong Kong from 2008 to 2010 and was the Head of Research in Trading Strategies and Risk Management for a Hong Kong algorithmic trading team between Jan. 2011 and July 2013.
These days I am still enthusiastic in performing research in Algorithmic Trading, Machine Learning, Mathematics and Statistics (with Business and/or Medical applications). Please see my research interest page.
My current teaching duty is with Stanford Quantitative Finance Program (Hong Kong): I have been teaching Algorithmic Trading for the program since 2014. I am also an ad hoc reviewer for academic journals in Machine Learning, Quantitative Finance and Statistics. From time to time, I speak in conferences and universities. Please see my recent presentation page. Last but not least, I have been an examination reviewer for the Financial Risk Manager (FRM®) examination since 2006.