Lightcone Financial Enginneering Labs

Laboratory of algorithmic trading 

Lightcone Financial Enginneering Labs is a research and technology transfer center for trading algorithms.


Machine learning embedded algorithms

Exploiting market inefficiency in emerging Chinese stock market

At Lightcone, we encourage the spirit of investment science. Working closely with renowned academia in the field of quantitative finance, we explore and evaluate algorithms which assist us on the issue of security selection and market timing problems, with the ultimate goal of creating alphas to our clients. Our particular interests are:

  • Factor investing
  • Equity Initial Public Offerings ("IPOs")

machine learning

Technology transfer

We invite quants to connect with us for licensing your inventions or partnering with us on commercializing your strategies.

Global head office: Hong Kong

Email :

Phone : +852 2855 2033

Address : Room 28, 29th Floor, Infinitus Plaza, 199 Des Voeux Central, Hong Kong