Topic:Quantitative Investment in China
Time:Thursday, May 10, 14:00-15:00
Place:Room 202, Guanghua Building 1
We first talk about quantitative trading strategies that are commonly used for China markets, including alpha strategies for stocks and CTA strategies for commodity futures. One important issue with these strategies is factor rotation. We suggest statistical ways to deal with this issue. Then we discuss China OTC derivative market and related issues on option pricing, including model calibration.
Dr. Jin has 20 years of experience in trading global markets with a strong track record. He holds two Ph.D. degrees (in mathematics and asset pricing). Dr. Jin started his career at Goldman Sachs Asset Management in 1998 and had been portfolio managers at well-known hedge funds and managing directors at global investment banks, responsible for their proprietary global macro trading business. In 2015, he founded a hedge fund, Pure Faith Asset Management, in China. As an expert on hedge fund and derivative trading, he gives lectures at business schools, commodity exchanges and conferences.
Your participation is warmly welcomed!