Specialties: Managing/developing global macro, global/regional equity, and smart-beta strategies with specialties in economic cycle forecasting, multi-asset class allocation, and stock selections. In-depth research and modeling experiences in 1) model forecast in economic cycles and cycle ...more

Specialties: Managing/developing global macro, global/regional equity, and smart-beta strategies with specialties in economic cycle forecasting, multi-asset class allocation, and stock selections. In-depth research and modeling experiences in 1) model forecast in economic cycles and cycle transitions; 2) stock selections, asset allocation and portfolio construction; 3) alpha signals, machine learning and adaptive multi-factor strategies based on valuation, investor behaviors, market sentiments, strength of financial statements, liquidity, flow of market info and volatilities; 4) hybrid frameworks that integrate quantitative signals with fundamental convictions; 5) risk management and attribution analysesless