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Liu Liu

Investment Analyst and Portfolio Completion Strategies Intern

Massachusetts Pension Reserves Investment Management (MASS PRIM)

United States, Massachusetts, Waltham

About Me

Liu Liu serves as an Investment Analyst at Mass PRIM, where he has developed and maintained quantitative models in Matlab to identify hedge fund risk exposures and assess managers' ability to generate alpha. His responsibilities include conducting continuous research and back tests on traditional and alternative risk premia, constructing and updating a factor data library for systematic manager evaluation, and evaluating hedge fund opportunities using ratio comparisons, alpha assessment, and portfolio construction theories. Liu Liu also conducts macro research on China's capital markets, performing preliminary analyses to identify potential investment opportunities, and presents results t

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Profile Information

Investment Analyst and Portfolio Completion Strategies Intern

Massachusetts Pension Reserves Investment Management (MASS PRIM)

Investment Team

Investor

Pension

Waltham

Massachusetts

United States

Sep 30, 2024

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