Independent Advisory

Independent, project-based quantitative research and AI/ML advisory for investment teams: research data and feature engineering, Python research platforms, AI coding-agent workflows, factor models and portfolio analysis.

I offer independent, project-based quantitative research and technical advisory services to investment teams. Research remains my main work (see Research and Projects); advisory engagements apply the same skills to a team’s own data, code and research questions.

Completed / past engagements

Emerging systematic investment and hedge-fund teams in China have engaged me, project by project, to support research data engineering, feature engineering and the set-up of Python-based quantitative research platforms. The work has also included advising teams on the use of cloud-based AI coding agents and multi-agent workflows for research, model development, testing and platform development. Client teams are not named.

Areas of work

  • Data and feature engineering. Cleaning, organising and transforming research data; building data pipelines and research datasets; engineering stock characteristics, trading signals and factor data; organising data for backtests and model research.
  • Quantitative research platforms. Python-based research infrastructure with data, signal, backtesting and portfolio-analysis modules; how research tasks and workflows are organised; tool choices; keeping the platform maintainable, extensible and automated.
  • AI coding agents and multi-agent workflows. Helping small teams use AI coding agents such as Claude in platform building and day-to-day development; designing multi-agent workflows for data processing, feature engineering, model development, testing and research reporting, with the necessary human checks and controls kept in place.
  • Quantitative modelling and investment research. Factor models and asset-pricing methods; feature engineering and systematic signal research; portfolio analysis and risk diagnostics; robustness of models across market regimes.

How engagements work

Each engagement is scoped individually to the team’s research questions and technical set-up. I take on this work in a personal capacity, separately from my research appointment at Imperial College London. My role is advisory and technical: I support a team’s own researchers and developers, and the team keeps responsibility for its investment and trading decisions.

Contact

Advisory enquiries, research questions and code requests: mingyangliu.org@outlook.com.