純信資產管理有限公司董事長金焰博士

Title:Quantitative Investment in China

Speaker:金焰 博士，董事長，純信資產管理（深圳）有限公司

Time:2018-5-10（星期四） 14:00-15:00

Place: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.

About the speaker: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年全球宏觀投資的經驗。他畢業於北京大學數學系，1995年獲得美國康涅狄格州立大學的數學博士，1998年又獲得哥倫比亞大學商學院的博士學位，研究領域是期權定價及量化投資。同年他開始在高盛資產管理部門為其最大的對沖基金研發並管理投資策略. 離開高盛後, 金焰博士在世界著名的對沖基金公司里獨立掌管基金，帶領團隊投資全球市場. 他曾任澳大利亞投行麥格里的董事總經理, 負責發展和管理麥格里全球投資的自營業務. 金博士於2015年回國創建了純信資產管理（深圳）有限公司。

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