Bingchen Liu Email & Phone Number

中国 上海市 浦东新区

资管私募FOF高级研究员

Beijing City, China

Quantitative research, data analysis, dealing with mutual funds strategies.

Beijing City, China

-Back-testing FoF Strategies:-Risk Control and Performance Analyst System-Multi Factor Analysis-Daily analyzing reports

Beijing

- Using 2000-2016 data for 27 nations’ currencies’ spot rates and forward rates to analyze the performance of momentum strategy. - In sample test used two thirds of the data to modify the model. Out of sample test shows that the strategy can generate positive return and a good Sharp Ratio.- Results showed that G10 currencies are less volatile than non G10 currencies. A combination of both types could generate more return but also higher volatility which would drag down the Sharp Ratio.- Data cleaning using Python.

Zhengzhou, Henan, China

- Data collection: collecting financial data for agricultural commodities on Zhengzhou Commodity Exchange, collecting news and other data like weather which may influence the output of commodities- Factor Modeling: using linear regression (Ridge, Lasso) model to select factors and constructing models to forecast the commodity price based on given data

Beijing City, China

- Collect data for the target industries- Assist researcher to construct model and analyze industry potential, industry chain, consumer group, development tendency and the marketing channels.- Write industry report and send them to clients

Master Of Arts - Ma, Mathematics Of Finance, 3.96

Time Series, Stochastic Process, Hedge Fund Strategies, Numerical Methods in Finance, Machine Learning, Multi-assets Management

Bachelor'S Degree, Mathematical Economics And Mathematical Finance, 4.00

Econometrics, Linear Algebra, Stochastic Process, Real Analysis, Macro Economics, Fixed Income Securities