Matthias Buehlmaier 高德祿

Matthias Buehlmaier, Ph.D., FHEA

高德祿, 博士

Associate Professor of Teaching in Finance

Principal Lecturer in Finance

Program Director BBA(IBGM)

Room 736, K.K. Leung Building

HKU Business School

The University of Hong Kong

Pokfulam Road

Hong Kong

Office: +852 3917 4177

Fax: +852 2858 5614

E-mail: buehl@hku.hk

Thought Leadership

Quantamental Investing in the Age of Accelerating AI

"FT Chinese Column" on FTChinese.com, March 6, 2025.

Summary: Quantamental investing, blending fundamental and quantitative analysis, is revolutionized by AI models which efficiently analyze vast datasets to identify market inefficiencies. Despite risks of AI errors and alignment challenges, these systems enhance human decision-making by detecting subtle patterns. Robust oversight is essential to balance AI's transformative potential with its risks.

Connecting Clojure-MCP to Alternative LLM APIs

Clojure Civitas, February 17, 2026. (With Annie Liu)

Summary: We walk through connecting clojure-mcp to alternative LLM APIs (such as DeepSeek) via Cline and clojure-mcp-examples. The setup uses mcp-proxy as a stdio–HTTP/SSE bridge, packaged in a Podman container with Nix/devenv for reproducibility. The same approach works with other providers supported by Cline, including OpenRouter, Qwen, Groq, and fully local models via Ollama or LM Studio.

Rolling Regressions in Clojure for Real-Time Alpha and Beta Monitoring

Clojure Civitas, September 16, 2025. (With Edward Widjaja and Tanvi Nagar)

Summary: We present a functional, reproducible implementation of rolling regression in Clojure to estimate time-varying alpha and beta for student-managed portfolios at the Centre for Investment Management (CIM), The University of Hong Kong. Unlike traditional CAPM tests based on passive index data, our analysis uses actual(synthetic) trades executed by junior portfolio managers—undergraduate students who manage simulated equity portfolios over multiple semesters.

A Clojure-based Portfolio Analysis Tool based on LLM Integration

Clojure Civitas, September 20, 2025. (With Edward Widjaja and Tanvi Nagar)

Summary: We present the design and implementation of a Portfolio Analysis Program built almost entirely in Clojure for The University of Hong Kong’s Center for Investment Management. The program enables users to construct custom portfolios from individual stocks or asset classes, evaluate performance using key financial metrics, and visualize results interactively. What sets this tool apart is its integration of financial market narratives through a Large Language Model (LLM), which contextualizes portfolio performances using real-time financial news.