Guanlin Li's homepage

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School of Mathematical and Statistical Sciences, Arizona State University

About me

I am currently employed with the Options and Futures Market Making (OMM) team at China Securities Co., Ltd. Prior to this, I worked at CTC Trading Group, LLC, a proprietary trading firm. My primary focus has been researching systematic options trading strategies and high-frequency market-making algorithms. Feel free to explore some of my Quantitative Research Notes for some interesting insights.

Academic background

I graduated with a Bachelor’s degree in Mathematics, with a minor in Physics, from Arizona State University (summa cum laude, May 2016). I then went on to earn three Master’s degrees: in Mathematics (May 2017), Electrical & Computer Engineering (May 2020), and Statistics (May 2021), followed by a Ph.D. in Quantitative Biosciences from the School of Physics at Georgia Institute of Technology (June 2021). My Ph.D. research, supervised by Dr. Joshua S. Weitz and Dr. Yao Yao, focused on the understanding and control of complex biological, sociological, and physical systems. Examples of such systems include microbial ecosystems (e.g., virus-host interactions), public health (e.g., infectious disease control), and public policy (e.g., collective behavior in voting). Please visit my Research Presentations for a detailed explanation of my research themes and publications.

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Where When
Bejing CN, 100039 Apri 2022 - Present
Chicago IL, 60605 June 2021 - Mar 2022
Atlanta GA, 30308 Aug 2016 - June 2021
Tempe AZ, 85281 Aug 2013 - May 2016

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