Feng Cheng

Portfolio manager

Chancehunt Capital Beijing


I currently focus on topics related to Quantitative Finanace and statistical/ numerical approaches to them.


  • Quantitative Finanace
  • Optimization
  • Operational Research


  • M.Sc in Electronic Information and Engineering, 2015 - 2018

    Peking University

Curriculum Vitae


Portfolio Manager

Chancehunt Capital Beijing

Jan 2019 – Present Beijing

Job Description:

  • Manage positions of various class of asset
  • Design and implement quantitative trading strategies


Optiver Asia Pacific

Aug 2018 – Dec 2018 Sydney

Job Description:

  • Trade Hong Kong Equity(Stock and ETF)
  • Improve trading systems and strategies

Software Engineer Intern

Recommendation Team, Hulu LLC

Apr 2018 – May 2018 Beijing

Research on:

  • Recommendation system
  • Large-scale Time Series Prediction

Research Intern

Machine Learning Group, Microsoft Research Asia

Mar 2018 – Jul 2018 Beijing

Research on:

  • AI in Quantitative Finance

Research Intern

Cordinal Operation

Mar 2018 – Aug 2018 Beijing

Research on:

  • Recommendation system
  • Vehicle Route Planning

Research Intern

Department of Computer Science, University of Illinois, Urbana-Champaign

Jun 2017 – Sep 2017 Champaign, IL

Research on:

  • Computer Vision
  • Optimization

Publications @ZERO Lab

Faster and Non-ergodic O(1/K) Stochastic Alternating Direction Method of Multipliers. NIPS, 2017.

we propose a new stochastic ADMM which elaborately integrates Nesterov’s extrapolation and VR techniques.