In collaboration with CQAsia, The Chinese University of Hong Kong (CUHK) Business School organised the Quantitative Investment Strategies Conference at CUHK Business School Town Centre on 12 May 2017. It offered researchers and practitioners an exciting platform to share cutting edge research and experiences in quantitative investment strategies and asset management.
The morning and afternoon sessions of the conference were kicked off with welcome remarks by Prof. Kalok Chan, Dean of CUHK Business School and Prof. Joseph Cheng, Chairman of the Department of Finance at CUHK Business School respectively. In the sessions, a total of 11 speakers from the academia and industry were invited to discuss topics most relevant to the industry today. The topics included:
- “Googling Investor Sentiment around the World” by Prof. Zhenyu Gao, Assistant Professor, Department of Finance, CUHK Business School
- “Daily Price Limits and Destructive Market Behaviour” by Prof. Wenxi Jiang, Assistant Professor, Department of Finance, CUHK Business School
- “Quant Investing in China A-Shares” by Dr. Hua He, Founder and CEO, 9M Investment Management LP; Professor of Financial Practice, Cheung Kong Graduate School of Business
- “Why Do We Get Paid as Investment Professionals?” by Dr. Jason Hsu, CIO, Rayliant Global Advisors; Vice Chairman and Co-founder, Research Affiliates; Adjunct Professor in Finance, UCLA
- “Determinants of Errors in Analysts’ Target Price Implied Returns” by Prof. Haifeng You, Associate Professor of Accounting, HKUST Business School
- “Delivering Quant in a Fintech/post-Mifid World” by Mr. Justin Lau, Co-founder of Pinehaven Group
- “The Orthogonal Lunch – Glimpses Over the Edge (The displaced in our world)” by Mr. Alexander Treves, Investment Professional, Photo-documentarian, Author
- “Capital Flows and the Predictability of Stock Market Returns” by Prof. Matti Suominen, Professor of Finance, Aalto University School of Business; Visiting Professor of Finance, CUHK Business School
- “Learning about Mutual Fund Managers” by Prof. Darwin Choi, Assistant Professor, Department of Finance, CUHK Business School
- “The Global Hedge Fund Industry – What’s Ahead” by Ms. JoAnne Murphy, Managing Director, Asia Pacific, CAIA
- “Scaling up Market Anomalies” by Prof. Si Cheng, Assistant Professor, Department of Finance, CUHK Business School
Through this one-day event, professionals interested in the latest quantitative strategies interacted with experts and learned from their cutting-edge quantitative research that can be applied to real-world investment management.