Quant • HFT • Machine Learning
Xin Cui
aka Shane · Math PhD · Amsterdam
Math Ph.D. working in high-frequency trading. Passionate about math, markets, data science, programming, and anything that's genuinely cool. I love innovation and I'm full of questions.
on-server LLM · live
llama.cpp · CPU
Ask my hologram
Chat about Xin — or anything else. Say “arXiv” in your message to query the live paper index: search, topic trends since 1992, what’s hot, and solved conjectures.
Runs a quantized LLM on this site’s own CPU — index questions can take ~1–2 minutes. Indexed fields: quant finance, geometry/topology, statistical ML.
replydeep
Everything here is gone with the wind when you leave — never saved, never tracked. Just my little corner of the web for sharing cool things and my journey.
#173
peak Kaggle rank
10
Kaggle medals
167k
papers indexed
24/7
on-device LLM
Career
Quantitative Researcher
Undisclosed Trading Firm
D1 high-frequency trading.
2025 — Present
Senior Quantitative Researcher
HAP Capital
D1 high-frequency trading.
2022 — 2025
AVP
Barclays
Statistical modeler at WCR team.
2018 — 2022
Kaggle · Competitions Master
Optiver Realized Volatility Prediction
silver#96/3,852· top 2.5%tabular
Hungry Geese
silver#14/879· top 1.6%RL
Santa 2020 — The Candy Cane Contest
gold#3/792· top 0.4%RL
Google Research Football w/ Manchester City F.C.
silver#13/1,138· top 1.1%RL
Halite by Two Sigma
silver#37/1,139· top 3.2%RL
ALASKA2 Image Steganalysis
bronze#63/1,095· top 5.8%CV
Deepfake Detection Challenge
silver#59/2,265· top 2.6%CV
TensorFlow 2.0 Question Answering
silver#38/1,233· top 3.1%NLP
Predicting Molecular Properties
silver#78/2,737· top 2.8%graph
Santander Value Prediction Challenge
silver#134/4,463· top 3%tabular
Education
New York University
M.S. in Mathematics in Finance
2016 — 2017
Lehigh University
Ph.D. in Mathematics
2010 — 2016
Zhejiang University
B.A. in Mathematics
2006 — 2010
Off the clock
Piano · Mathematics · Gaming