Xiyuan Dong

About Me

Hi, I'm Xiyuan, an Equity Quantitative Researcher. I spend my days using quantitative methods to prove that economic intuition works. I still find that fun after work. That's why I'm building this space to share thoughts, notes from my readings, and all sorts of random stuff.

Here's a secret: yes, I write code, dive into academic papers, and I also write fiction and non-fiction. I've even made money from my writing—but sadly, not enough to quit my day job (Just kidding. I do enjoy my quant job too!).

Welcome!

My Blogs

Toddling in the Factor Zoo

The term "factor zoo", in the field of quantitative investing, refers to the overwhelming proliferation of quantitative factors in finance literature—specifically, factors that supposedly explain or predict stock returns.

I name this blog after a song, "The OK Thing to Do on Sunday Afternoon Is to Toddle in the Zoo," from my beloved Hong Kong indie band, My Little Airport.

Introduction to the Factor Zoo

This article is currently under construction. Check back soon!

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