As quantitative finance continues to evolve at a breathtaking pace — with TB-level data processed in seconds and factor mining efficiency multiplied a hundredfold — the demand for interdisciplinary talent has never been more acute. Financial institutions are competing fiercely for professionals who combine rigorous mathematical grounding, advanced programming proficiency, and real-world research experience.
The Chinese University of Hong Kong (Shenzhen) (CUHK-Shenzhen) has long been committed to developing innovative, globally minded graduates with a strong sense of social responsibility. Its Master of Financial Engineering (MFE) program has "bridging academia and industry" as its core educational objective. The program's curriculum is designed to meet the direct demands of the financial sector, including Algorithmic Trading, Quantitative Applications of Machine Learning, Financial Data Analysis, and Financial Engineering Research. These courses not only build students' solid foundations in mathematical statistics, financial theory, and programming techniques but also allow students to deeply participate in practical projects in collaboration with leading institutions.
In line with this vision, DolphinDB was invited to co-develop a practical factor mining curriculum within the "Financial Engineering Research" course. The curriculum was designed to authentically replicate the research workflows and methodologies used by top financial institutions, giving students an immersive, industry-grade learning experience. Recently, the project successfully completed its mid-term defense. The students participating in the project gained valuable hands-on experience in highly realistic research scenarios, each reaping substantial rewards.
From Data to Alpha: A Full-Cycle Quantitative Research Experience
"This is not a traditional classroom; it's more like a mini quantitative research department." That sentiment, shared by students in the program, captures the essence of what makes this collaboration so distinctive. As a distinctive collaborative curriculum design module within CUHK-Shenzhen's core MFE course "Financial Engineering Research," this curriculum design project uses the DolphinDB platform as its core, covering the complete factor mining process—from data acquisition to result presentation—with every stage benchmarked against real research scenarios at financial institutions.
In terms of curriculum design, students can choose topics from four cutting-edge directions: order book dynamics, trading behavior patterns, price-volume derivative factors, and market microstructure. Each group is required to independently develop 3-5 correlated factors, drawing on authentic high-frequency datasets provided by DolphinDB. Working with TB-scale data at minute-level computational speeds, students gain firsthand appreciation for the technical demands and capabilities that define modern quantitative research.
At the mid-term defense, student teams delivered impressive performances. One team built a model that accurately captures liquidity shocks based on order book imbalance factors. Another team proposed an improved market timing strategy using price-volume divergence factors. A third utilized DolphinDB's automated pipeline tools to achieve seamless integration between factor calculation and backtesting. "The students demonstrated high levels of innovation in factor logic, and some of their results already possess practical application value," commented a DolphinDB quantitative expert who served as a defense judge.
Beyond the Classroom: Building a Sustainable Talent Ecosystem
The core of industry-education integration lies in precisely aligning educational content with industry needs. This collaboration is no accident but rather a natural convergence of CUHK-Shenzhen's educational philosophy and DolphinDB's industry mission.
Bringing the authentic research scenarios of financial institutions into the classroom is precisely the core objective of the collaboration between DolphinDB and CUHK-Shenzhen. DolphinDB, as a leading force in time-series database landscape, brings exactly the kind of industry-grade technological depth that university practical education has long sought. In turn, CUHK-Shenzhen provides companies with a window to access top-tier talent. Both parties are deeply involved throughout the entire process—from curriculum design and data support to mentor allocation—establishing a closed-loop collaboration model of "enterprises propose needs, universities design solutions, and students gain hands-on experience." This model not only addresses the pain point of disconnection between university practical teaching and industry but also reserves potential talent with core technical capabilities for enterprises.
The successful mid-term defense is not an endpoint but a springboard. Through sustained, meaningful involvement from industry partners, CUHK-Shenzhen and DolphinDB are equipping students not only with robust data processing capabilities but also with the independent research instincts and practical confidence essential for long careers in finance. The final course presentation is scheduled for April next year. We have good reason to expect that this cohort of practice-tempered talent will emerge as a new force in the industry with their self-developed factor models and code libraries, while the industry-education integration model established by both parties will provide valuable references for the cultivation of fintech talent.
DolphinDB Cerulean Campus Program
To advance university collaboration, DolphinDB has officially launched the Cerulean Campus Program — an initiative dedicated to bridging industry and academia through collaborative innovation and joint talent development. The program aims to integrate DolphinDB into university curricula and cultivate a new generation of fintech professionals equipped with global perspectives, innovative thinking, and hands-on expertise. Collaboration formats include guest lectures, curriculum development, talent training, and joint research, offering students access to rich learning resources, internship opportunities, and research topics.
To date, DolphinDB has established partnerships with a number of leading universities across China, including Shanghai Jiao Tong University, Peking University, Zhejiang University, Fudan University, Nanjing University, Renmin University of China, University of Science and Technology of China, The Chinese University of Hong Kong (Shenzhen), and more.