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

Liu Liu
Investment Analyst and Portfolio Completion Strategies Intern
Massachusetts Pension Reserves Investment Management (MASS PRIM)
United States, Massachusetts, Waltham
About Me
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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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