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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.

Leadership

Meet the visionaries behind Lexington QRG

Wesley Hu

Wesley Hu

Co-Founder & CEO

Wesley brings his passion for quantitative analysis and finance to the organization. With strong business leadership experience and a background in mathematics competitions, he manages the organization and leads the development of our technical research initiatives.

Vedant Saran

Vedant Saran

Co-Founder & Lead Developer

Vedant combines his comprehensive business knowledge with strong development skills. As Lead Developer, he builds the organization's technical infrastructure, coding strategies, models, and backtesting software.

Michael Han

Michael Han

Co-Founder & Lead Researcher

Michael specializes in advanced quantitative trading models and mathematical algorithms. As Lead Researcher, he develops sophisticated trading strategies and guides our team in implementing data-driven approaches to market analysis.