Selected records on quant research, strategy practice, team culture and risk review with clear risk notices.
A deep understanding of market microstructure, the application of AI technology and an extreme pursuit of code performance are prerequisites for capturing profits from every market mispricing.
High Sharpe · Low Drawdown View detail →
Cross-country asset allocation maps different phases of economic cycles, major asset allocation maps economic cycles to different return profiles, and index investing reduces single-stock and single-bond risk while avoiding the moral hazard of discretionary investment managers.
Diversification across time and space · the only free lunch View detail →
Understand the value of research collaboration through discussion, mutual review and knowledge documentation.
Open collaboration and mutual review View detail →
How systematic review across the key stages of quant research strengthens institutional expression.
Code, backtesting and risk expression View detail →