Lotus proudly to launch its first Quantitative Macro Fund

Lotus Asset Management Limited started to prepare for the launch of its first quantitative macro fund. The investment strategy is a quantitative macro strategy and mainly invests in the global futures market in fixed income, equity, currency, and commodity. Multiple models, using both fundamental and sentimental factors, are developed across asset classes, modeling approaches, and trading horizons. The allocation across multiple models is dynamically adjusted over time based on proprietary risk estimation methodologies with self-learning ability. The strategy trades in medium to low frequency with position holding period ranging from one day to a few weeks.

The fund manager is Frank Wang. He holds a Ph.D. in Finance from the Wharton School at the University of Pennsylvania, a Master's degree in Statistics from the University of Maryland, and a Bachelor's degree in Mathematics from Fudan University. He has held various senior positions at investment banks such as Citigroup, Standard Chartered Bank, and Barcalys Banks in Hong Kong and Singapore.