Quant Macro Fund
Lotus Macro Fund
Portfolio Manager
Dr. Frank Wang
Partner / Head of Quantitative trading department
Investment Experience- 20 years in quantitative trading and behavioral finance, held various essential positions in quantitative trading at Citi Bank, Standard Chartered, Barclay, etc. He is currently an adjunct professor at the Department of Economics and Finance at the City University of Hong Kong; was an assistant professor of finance at Singapore Management University, focusing on asset pricing, quantitative investment research , macro strategy, derivatives, and structured products, and risk management. Ph.D. in Finance from the Wharton School at the University of Pennsylvania, M.S. in Statistics from the University of Maryland, and a B.S. in Mathematics from the Fudan University.
Object and Strategy
- Quantitative Multi-strategy
- The fund employs a multi-strategy quantitative CTA model, mainly investing in global future markets in fixed income, equity, commodity, and currencies.
- Dynamic Risk Control
- The fund employs a multi-strategy quantitative CTA model, mainly investing in global future markets in fixed income, equity, commodity, and currencies.
- Low Frequency & Long Term
- The fund trades in medium to low frequency with position holding period ranging from one day to a few weeks and aims to generate absolute returns over the medium to long term with low correlation to equity market and other alternative strategies.
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The fund's details are published on the following databases for institutional investors/members: Preqin, HFR, With Intelligence, Albourne, and BarclayHedge.
