Nearly two decades of quantitative investing experience, with comprehensive knowledge and know-how in factor/feature construction, model building (multi-linear regression, tree-based machine learning, deep neural networks), risk modeling and management, portfolio construction and optimization, ...more

Nearly two decades of quantitative investing experience, with comprehensive knowledge and know-how in factor/feature construction, model building (multi-linear regression, tree-based machine learning, deep neural networks), risk modeling and management, portfolio construction and optimization, smart beta, and risk premiums, derivatives, country/style/sector rotation, event-driven strategies, and asset allocation.less