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Lexington Quantitative Research Group

Pushing the limits of quantitative analysis through cutting-edge research, with a proven track record of quality results.

About Our Organization

The Lexington Quantitative Research Group is a collective of like-minded individuals passionate about advancing the frontiers of quantitative analysis in financial markets. We operate as a research-focused organization, specializing in developing sophisticated data-driven trading strategies using cutting-edge statistical analysis, machine learning, and algorithmic approaches.

Our research encompasses advanced quantitative concepts, including statistical arbitrage, mean reversion strategies, momentum indicators, portfolio optimization theory, and risk management through mathematical models. Our team develops proprietary algorithms, implements comprehensive backtesting frameworks, and creates systematic trading strategies that eliminate emotional bias from investment decisions.

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Leadership

Meet the visionaries behind Lexington QRG

Wesley Hu

Wesley Hu

Co-Founder & CEO

Wesley brings professional business leadership experience to our team. With a background in econometrics research, competitive mathematics, and real-world hedge fund work, he manages the organization and leads our strategy development initiatives.

Vedant Saran

Vedant Saran

Co-Founder & Lead Developer

Vedant brings elite developer expertise to the team. His experience iterating optimized structures across complex systems and his grounded understanding of how our economic models affect real people leads our implementation efforts.

Michael Han

Michael Han

Co-Founder & Lead Researcher

Michael brings a strong mathematics background with award-winning research in combinatorics. With deep expertise in mathematical modeling, he leads our research and modeling efforts and adds a data-driven, technical perspective to the team.