SJTU's Quantitative Finance Research Center and Semimartingale Fund co-established the "High-Frequency Trading Joint Laboratory," focusing on three key areas. In algorithm optimization, combining their respective practical and theoretical strengths to develop novel trading strategies for multiple markets; in computing infrastructure, deploying advanced equipment to achieve microsecond-level order response; and in compliance innovation, exploring privacy computing applications to build compliant distributed trading architectures.

To strengthen talent development, both parties launched the "Semimartingale–SJTU Quantitative Talent Program," establishing scholarships and teaching awards. The first phase covers two schools, with plans to expand to more interdisciplinary units. Semimartingale's CEO noted the collaboration is expected to achieve breakthroughs across multiple domains, while the SJTU School of Mathematical Sciences Dean confirmed the lab will open its computing resources.

The two parties also plan to jointly host quantitative trading forums to promote innovation and technology transfer. This collaboration represents a critical step for the Center in quantitative finance education, blazing a new trail for China's independent high-frequency trading technology development.