Definite Quantitative Fund
The investment objective of the Fund is to achieve excess returns (alpha) by capturing short-term price movements in stocks through proprietary algorithm models, while ensuring diversified investments and strictly controlling risk exposure and drawdowns.
The Fund will adopt an absolute return-oriented, market-neutral strategy. The Fund will employ artificial intelligence algorithms to detect short-term deviations between stock prices and their intrinsic values. Signals are generated and trades are executed based on strict risk control metrics to attain the optimal positions suggested by the model, thereby achieving excess returns (alpha).
The Fund will primarily invest in equities, equity swaps and other derivatives in achieving its investment objective. The Fund may invest in shares listed on the stock exchanges in Korea, Taiwan, Japan, Hong Kong, the PRC and other regions or countries as determined. In implementing a market-neutral strategy, the Fund will apply rigorous controls to keep the Fund’s net exposure to market risk to a minimum.
Mr. Li graduated with a bachelor’s degree in Economy from Fudan University and obtained his master’s degree in Financial Mathematics from the University of Chicago.
Mr. Li has worked in Quantitative Research department at Luoshu Investment, Equity Derivatives department at CITIC CLSA, High-Frequency Trading team at Barclays Capital.
He has over 6 years of experience in quantitative research and trading. He possesses market research and high-frequency trading system integration experience over 10 countries and regions in the Asia-Pacific area.