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Quantitative Investment in China

时间:2018-05-07

Statistics Seminar2018-05


Topic:Quantitative Investment in China

Speaker:金焰博士,董事长,纯信资产管理(深圳)有限公司

Time:Thursday, May 10, 14:00-15:00

Place:Room 202, Guanghua Building 1


Abstract:

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.


Introduction:

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.


金焰博士有20年全球宏观投资的经验。他毕业于北京大学数学系,1995年获得美国康涅狄格州立大学的数学博士,1998年又获得哥伦比亚大学商学院的博士学位,研究领域是期权定价及量化投资。同年他开始在高盛资产管理部门为其最大的对冲基金研发并管理投资策略.离开高盛后,金焰博士在世界著名的对冲基金公司里独立掌管基金,带领团队投资全球市场.他曾任澳大利亚投行麦格里的董事总经理,负责发展和管理麦格里全球投资的自营业务.金博士于2015年回国创建了纯信资产管理(深圳)有限公司。


Your participation is warmly welcomed!

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