Liwen (Kevin) Tang graduated from Emory University with a B.S. in Applied Mathematics & Statistics and a minor in Finance. He thrives at the intersection of quantitative modeling, financial markets, and data-driven problem solving.
Prior to joining the MSCF program, Kevin worked across quantitative research and equity analysis. At Huilong Capital, he developed predictive models for the Chinese A-share market by integrating price-volume data, company fundamentals, and sentiment indicators. His work uncovered momentum-driven features and improved forward return forecasts through machine learning techniques. At China Securities, he implemented and backtested a pairs trading strategy on leading banks, generating insights into excess return potential and risk-adjusted performance. In a previous role at China Capital Management, Kevin conducted industry research on the technology and industrials sectors, evaluating acquisition targets and presenting findings to senior management.
At MSCF, Kevin aims to deepen his expertise in stochastic modeling, financial computing, and systematic trading. Upon graduation, he aspires to pursue a career in quantitative research or trading, where he can apply his technical toolkit and market intuition to design innovative strategies and deliver value to a leading investment firm.
