Peng Cheng

Peng Cheng

Chief Information Officer

Peng Cheng graduated from the Department of Biochemistry of Beijing Union University in 1996. From 2003 to 2005, he studied Business Information and Marketing at the University of Hertfordshire in United Kingdom and obtained his master’s degree.

In 2003, he began to conduct precious metals and foreign exchange transactions.

In 2007, he started the development of a procedural model for S&P 500 futures, focusing on short-period models of development trends.

In 2011, it turned to the quantitative study of China's commodity futures, financial futures, and options, and quantified team building.

In 2011, he began to be responsible for the construction and management of Genius Investment China team. The main tasks include: exploring quantitative teams, quantifying management of team performance assessment, building their own trading platform, investment cooperation, trading account and product compliance management, financial institution relationship building, fund management, etc.

In 2016, Chinese quantitative core team was established. Members include Dr. Yang and Dr. Huang from Tsinghua University, and Dr. Qin from Baidu who is responsible for in-depth machine learning projects.

In 2017, Chinese quantitative team developed a model-based innovation model algorithm that includes a spread arbitrage commodity futures model, a daily low-volatility commodity futures model, and a time-series factor model.

In the same year, the first phase of the self-developed financial automatic trading platform was completed. In the second phase of the platform, the collaborative model development back-test function module began preparation for research and development.

Also, Chinese consultant team was formally established. The members include Professor Li of Renmin University of China, and Dr. Yang of Tsinghua University.