August 13–14, the CITICS 17th Financial Innovation and Service Conference was held in Hangzhou, Zhejiang. Under the theme “Digital Intelligence in Asset Management and Systematic Investing,” the conference explored financial innovation, AI-powered investment research, global markets, and evolving investment strategies.
Dr. Xiaohua Zhou, Founder and CEO of DolphinDB, was invited to attend the conference and deliver a keynote speech titled “AI Reshaping Quantitative Investment Research: Building and Advancing Medium- to High-Frequency Quantitative Strategies” at the session on innovative products and strategy evolution.
Dr. Xiaohua Zhou noted that quantitative investment research is shifting from a researcher-driven, code-centric approach to an AI-augmented, intent-driven paradigm, with AI enabling strategy research to evolve from one-off development to continuous iteration.
DolphinDB's AI capabilities are built on multimodal storage and unified computing. A semantic layer based on Ontology and deterministic compilation ensures trustworthy data access, while research-report factor Agents and three engineering pathways support reliable code generation.
These capabilities are unified in DolphinX, DolphinDB's enterprise-grade AI Agent platform. Quant Cloud further brings together domain-specific Agents for quantitative research, connecting research, validation, knowledge accumulation, and iteration into a continuous workflow.
AI accelerates research, but medium- and high-frequency investing still requires AI-generated logic to run fast, accurately, and reliably on massive datasets. DolphinDB addresses this challenge with engineering capabilities built for production, offering financial institutions a practical path to AI-powered quantitative research.