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Publications
Ph.D Candidate
Economics and Computer Science for Crypto Finance and Market Design
Mengzhong Ma is a Ph.D candidate at the NTU Centre in Computational Technologies for Finance (CCTF), Interdisciplinary Graduate School, Nanyang Technological University, Singapore. His research focuses on crypto finance, asset pricing, trading and market microstructure, and quantitative finance.
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Working papers / WIP
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Selected roles
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Conference presentations
Research
Fields and academic background
Education
Ph.D in Economics and Computer Science
Nanyang Technological University, Singapore
Thesis Advisory Committee: Assoc Prof Bao Te, Prof Wen Yonggang, Prof Yohanes Eko Riyanto
Visiting Scholar
University of Zurich, Switzerland (UZH Blockchain Center)
M.Sc in Applied Economics
Nanyang Technological University, Singapore
B.B.A. (Hons) in Applied Economics
Hong Kong Baptist University, Hong Kong
Publications
Publications and work in progress
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Herding behavior in the Non-fungible Token (NFT) market
with Bao Te and Wen Yonggang
Journal of Behavioral and Experimental Finance
39, 100837
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Enhancing Portfolio Performance with Crypto Tokens: a Correlation Network Analysis
with Bao Te and Wen Yonggang
43rd IEEE International Conference on Distributed Computing Systems (ICDCS)
pp. 31-36, IEEE
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Perpetual Future Contracts in Centralized and Decentralized Exchanges: Mechanism and Traders’ Behavior
with Erdong (Roger) Chen and Zixin Nie
Electronic Markets
34(1), 35
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One Rising Ship Sinks Other Ships: Cross-Chain Negative Spillovers in Crypto Markets
(with Bao Te and Wen Yonggang) - Working paper.
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Optimistic Resolution Mechanisms for Prediction Markets: Incentives, Equilibria, and Design Limits
(with Bao Te and Wen Yonggang) - Working paper.
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Informational Cascades, Financial Reporting, and Herding Intensity: Evidence from the Chinese Stock Market
(with Mi Lin) - Working paper.
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The Crypto-Solution to Order Flow Auction - Work in progress.
Read online
No online PDF is available yet.
Contact to know the latest progress -
Listing Premium in Cryptocurrency Markets
- Working paper (draft available upon request).
Read online
No online PDF is available yet.
Contact to know the latest progress -
Diversifying Funding Rate Arbitrage - Work in progress.
Read online
No online PDF is available yet.
Contact to know the latest progress
Conference presentations
- ChainScience 2024, Zurich, Switzerland
- ICDCS 2023, Hong Kong
- Algorand Center of Excellence (ACE) Conference 2023, Barcelona
Experience
Professional and industry experience
Co-founder & CTO, MartX Ltd.
Co-founder & CTO, MartX Ltd.
- Blockchain solutions for AI payment.
- Echo is MartX's startup project focused on AI-native payment infrastructure.
Quant Researcher (Internship), Kronos Research
Quant Researcher (Internship), Kronos Research
- Developed MEV strategy components on Uniswap v4, UniswapX, Raydium, and Orca protocols.
Quant Researcher (DeFi PhD Internship Program), TokkaLabs
Quant Researcher (DeFi PhD Internship Program), TokkaLabs
- Maintained MEV strategies on Binance Smart Chain, including sandwich and CEX-DEX arbitrage.
- Conducted weekly research on newly launched protocols and supported TON-chain CEX-DEX arbitrage deployment.
- Built and ran DEX-DEX arbitrage on SUI and monitored token-tax behavior in high-volume trading.
Project Mentor, R&D Mastercard (Singapore)
Project Mentor, R&D Mastercard (Singapore)
- Mentored and led NTU MSc Blockchain capstone teams to build blockchain payment solutions for Mastercard.
- Project collaboration involved Mastercard R&D supervisors and NTU partners.
Quant Researcher (Contract), Aures Capital
Quant Researcher (Contract), Aures Capital
- Maintained and upgraded a market-neutral strategy using funding-rate income with spot hedging against perpetual exposure risk.
Research Associate, CUHK Shenzhen (Department of Economics)
Research Associate, CUHK Shenzhen (Department of Economics)
- Research Assistant to Assoc Prof Wang Jingqi.
- Teaching Assistant for Calculus for Economics Analysis II (MAT3010).
- Teaching Assistant for Introductory Econometrics (ECO3121).
Recognition
Awards, grants, and service
Grants, scholarships, and awards
- Tier 1 Grant (MOE Singapore) - “Experiments on Information Acquisition and Sharing in Financial Markets” (PI: Assoc Prof Bao Te).
- NTU Research Scholarship (2022-2026).
- Award of Half Tuition Scholarship, NTU (AY 2020/2021).
- Scholastic Award for graduates, HKBU (2020).
- Mr. Fung Sun Kwan Scholarship of Excellence, HKBU (AY 2018/19).
- First Class Award, HKBU (AY 2017/18, 2018/19, 2019/20).
- Second Class Award, HKBU (AY 2016/17).
Teaching
Teaching experience
- Fall 2024-2025: Tutorial, Token Economics (SC6121), Graduate, NTU.
- Fall 2021: Tutorial, Introductory Econometrics (ECO3121), Undergraduate, CUHK Shenzhen.
- Spring 2022: Tutorial, Introductory Econometrics (ECO3121), Undergraduate, CUHK Shenzhen.
- Spring 2022: Tutorial, Calculus for Economic Analysis II (MAT3010), Undergraduate, CUHK Shenzhen.
Contact
Academic and industry collaboration inquiries
Research interests include crypto finance, market microstructure, and quantitative trading. Open to academic collaboration and applied research discussions.