In the latest publication by the Canadian Association of Alternative Strategies & Assets (CAASA), What’s Next for Quant, Graham’s Chief Investment Officer – Quant Strategies, Thomas Feng, Ph.D., joins industry experts to demystify quantitative investing.
This insightful paper examines how quantitative strategies offer investors non-correlated, liquid alternatives that seek to enhance portfolio performance. It explores benefits, challenges, and adaptive nature of quantitative strategies in the current market. From reducing human bias and enhancing consistency in decision-making to employing cutting-edge technology, discover how quant funds are evolving to meet the needs of modern portfolios.
Thomas Feng, Ph.D., is Chief Investment Officer – Quant Strategies of Graham. He is currently responsible for the management and oversight of the firm’s Quantitative Strategies team, including the Quantitative Operations and Execution, Research, and Data Science teams. Dr. Feng is also a member of the firm’s Investment and Risk committees. He became an Associated Person of Graham effective February 7, 2013 and a Principal on April 30, 2014. Dr. Feng joined Graham in April 2009 as a portfolio manager/quantitative research analyst. Prior to joining Graham in April 2009, Dr. Feng was part of a portfolio management team trading quantitative strategies at Fortress. From 1997 to 2006, Dr. Feng held roles of increasing responsibility, including Managing Director of Interest Rate Derivatives Research and Managing Director of Quantitative Proprietary Trading, at RBS Greenwich Capital. Dr. Feng received a Ph.D. in Mathematics from Princeton University in June 1997 and a B.S. in Mathematics from Yale in May 1993.
About CAASA The Canadian Association of Alternative Strategies & Assets (CAASA) was formed to bring together alternative investment managers, service providers and investors in a conducive environment for collaboration while engaging investors to be a strong part of the conversation.
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It should not be assumed that investments that are described herein will be profitable. Nothing described herein is intended to imply that an investment in the fund is safe, conservative, risk free or risk averse. An investment in funds managed by Graham entails substantial risks and a prospective investor should carefully consider the summary of risk factors included in the Private Offering Memorandum entitled “Risk Factors” in determining whether an investment in the Fund is suitable. This investment does not consider the specific investment objective, financial situation or particular needs of any investor and an investment in the funds managed by Graham is not suitable for all investors. Prospective investors should not rely upon this document for tax, accounting or legal advice. Prospective investors should consult their own tax, legal accounting or other advisors about the issues discussed herein. Investors are also reminded that past performance should not be seen as an indication of future performance and that they might not get back the amount that they originally invested. The price of shares of the funds managed by Graham can go down as well as up and be affected by changes in rates of exchange. No recommendation is made positive or otherwise regarding individual securities mentioned herein.
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Tables, charts and commentary contained in this document have been prepared on a best-efforts basis by Graham using sources it believes to be reliable although it does not guarantee the accuracy of the information on account of possible errors or omissions in the constituent data or calculations. No part of this document may be divulged to any other person, distributed, resold and/or reproduced without the prior written permission of Graham.
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