BCIC Finance Gathering 5/11: 量化投资价值链 (The Value Chain of the Quantitative Investment)
近年来，量化基金取得了蓬勃的发展，总管理规模在过去6年迅速增长到1.5万亿美元，复合年化增长率高达17%。量化投资通过复杂的数据模型来理性分析市场并挖掘投资机会，从而规避由感性偏差所导致的负面影响。在该行业中，数据提供商，算法研究者及交易系统开发者等千千万万家机构相互合作，相互竞争逐渐形成稳定的生态系统。那他们彼此之间如何通过各自的角色来贡献价值？未来的发展趋势又将如何？
BCIC (Boston Chinese Investment Club) 有幸请到了在量化投资业界享有盛誉的资深基金经理Roland Hua与大家来一起分享他对量化投资的独到见解，亲身经历及对未来的展望。
Boston Chinese Investment Club will host a Quantitative Investment Seminar from 7:00PM to 8:30PM on Friday evening, May 11 2018 in great Boston. The topic will focus on The Value Chain of the Quantitative Investment.
With record years of inflows, assets in factor and quant-based strategies have increased at a compound annual growth rate of 17% over the past six years, with an estimated $1.5 trillion just in retail funds and hedge funds alone (Morgan Stanley). Quantitative investing leverages complex mathematics tools to make rational investment decision, which contends human emotions, biases and limitations that handicap performance. With thousands of entities in this prosperous industry, there are a variety of roles in the value chain, including data providers, analytics packages, trading systems and fund managers. How do they support or compete with each other? How can they add value to the eco-system and promote the industry development?
It is our great honor to invite Ronald Hua, a distinguished fund manager and industry expert, to express his insightful view of quantitative investment, and his personal experience within the industry.
Ronald Hua is a Co-Founder of Qtron Investments.
Ronald has twenty years of investment management experience. Prior to Qtron Investments, Ronald was a partner at Goldman Sachs Asset Management (GSAM) and served as a Chief Investment Officer in the Quantitative Investment Strategies Group (QIS) from 2011 to 2016. While at GSAM, he oversaw active quantitative equity strategies and GSAM Insights Funds totaling $25B.
Before GSAM, Ronald was the Chief Investment Officer of Equities at PanAgora Asset Management and oversaw Dynamic Equity products. Prior to PanAgora, Mr. Hua was a portfolio manager at Putnam Investments for five years managing international and US small-cap funds. Before that, he was a quantitative research analyst at Fidelity Management and Research Company (FMR).
Mr. Hua holds an MBA and an M.S. in Computer Science from New York University. He is a CFA charter holder. Ronald is on the editorial board of the Journal of Portfolio Management. He wrote many academic papers and coauthored the graduate-level book “Quantitative Equity Portfolio Management: Modern Techniques and Applications.”
The event will be held in MIT Sloan, building E62-276 (100 Main St, Cambridge, MA 02142)
Please register by the following link:
https://docs.google.com/forms/d/e/1FAIpQLSfMpUclcisU8if-ss1g_Z-IPvyiZK9vSlmcr7gZ1QjT6uPBIg/viewform
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Organizer
波士顿华人投资俱乐部(Boston Chinese Investment Club, or BCIC)是由波士顿华人金融投资人士(The Chinese Finance Association Boston Chapter)发起的面向金融业界以及对投资有兴趣的人士的平台。协会总旨是促进波士顿以及其他地区的华人金融业界的社会交流和专业投资讨论。BCIC经常性地组织各种研究和交流活动，为广大会员提供职业和社交服务，并积极为中国金融业的发展提供人才和建议。想加入BCIC的mailing list获取最新活动资讯和求职信息，请联系我们或者发送邮件至boston.chinese.investment.club@gmail.com. 协会也提供以嫁接中美资本和项目为目的路演和圆桌会议，集中在生物医疗，人工智能，金融科技，区块链，及量化投资等方向。 如果您有意参与协会未来的路演活动，欢迎提前联系我们。项目方请将商业计划发送至：roadshow@bcicglobal.org。投资方或赞助方欢迎致函：info@bcicglobal.org
Boston Chinese Investment Club (BCIC) is a non-profit organization founded by TCFA (The Chinese Finance Association) Boston organizers. It serves as Boston centered platform for exchanging ideas, knowledge, and information in finance and related areas between US and China. Main activities include monthly seminars/gatherings and providing services to members, e.g financial training. If you want to join the mailing list for future activities, please click here or send email to boston.chinese.investment.club@gmail.com. If you are interested in participating future road shows, please contact us in advance: start ups please send business plans to roadshow@bcicglobal.org; investors or sponsors, please contactinfo@bcicglobal.org.
BCIC Platinum Sponsor
E Fund Management Co., LTD. (http://www.efunds.com.cn)
BCIC Sponsors
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Insigma Hengtian Software (http://www.hengtiansoft.com)
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