In the shifting sands of global finance, Feng Ji is drawing a stark line in the data. The CEO of Baiont, one of China’s most formidable quantitative trading firms, has issued a clear ultimatum to the industry: adapt to artificial intelligence—or be left behind. Speaking on May 19th, Ji didn’t just predict AI’s rise in quant trading—he declared its inevitability.
At Baiont, AI isn’t a tool bolted onto an old engine; it is the engine. The firm has replaced traditional trading models with a unified AI foundation model that governs everything from signal generation to portfolio optimization. In Ji’s words, “Quant trading is no longer a finance problem. It’s a computer science problem.” And Baiont is treating it as such, hiring AI researchers and data scientists with the same fervor that Wall Street once recruited MBAs and economists.
This approach has produced a fundamental rethinking of what it means to run a trading firm. Gone are the siloed strategies and patchwork analytics. In their place stands a fully integrated, AI-native ecosystem capable of learning, evolving, and executing at a scale and speed no human team can match. Baiont’s AI foundation model processes vast, real-time data inputs and adjusts its strategies autonomously—something traditional quant shops struggle to replicate without an army of engineers.
