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An overview of quantitative trading strategies in Chinese futures markets
Department of Systems Engineering and Engineering Management
The Chinese University of Hong Kong
Title: An overview of quantitative trading strategies in Chinese futures markets
Speaker: Dr. Li Jia,
Assistant Portfolio Manager of Fixed Income, Currency and Commodity (FICC) division, Bosera Asset Management
Date: January 10, 2014 (Friday)
Time: 4:30 PM to 5:30 PM
Venue: Room 513
William M.W. Mong Engineering Building (ERB)
(Engineering Building Complex Phase 2)
The Chinese University of Hong Kong.
Short Biography of the speaker:
Dr. Li Jia is an assistant portfolio manager in the Fixed Income, Currency and Commodity (FICC) division of Bosera Asset Management. He is responsible for developing quantitative trading strategies for both oversea and domestic markets. He is also in charge of managing capitals invested in the Chinese future markets including commodity, bond and stock indices. His quantitative trading strategies in CTA and statistical arbitrage have been proved to be effective in various markets. Prior to Bosera, Dr.Li worked as a quant in UBS investment bank in U.S, directly supporting the nonlinear interest rates trading desk, responsible for the model development related to the exotic interest rates derivative pricing and risk management. Dr. Li received his Ph.D in computational mathematics from Purdue University. After that, he also worked as a postdoctoral research associate in the Applied Math Department in Brown University for a period. His research areas are stochastic computation, uncertainty quantification and computational statistics. He has publications in Journal of Computational Physics, Statistica Sinica and several other journals.
Everyone is invited to attend the talk.
The talk will be hosted by:
Prof. Qi Wu,
Department of Systems Engineering and Engineering Management,
The Chinese University of Hong Kong,
E-mail: qwu@se.cuhk.edu.hk
Telephone Number: (852) 3943-8310
For general enquiries, please contact the student coordinator:
Andy Chung,
Department of Systems Engineering and Engineering Management,
The Chinese University of Hong Kong,
E-mail: oychung@se.cuhk.edu.hk
SEEM-5202 Website: http://seminar.se.cuhk.edu.hk
Email: seem5202@se.cuhk.edu.hk
Date:
Friday, January 10, 2014 - 08:30 to 09:30