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
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
More profiles to browse
ML
Matthew Liposky
Chief Investment Operating Officer
JL
John La Cara
Senior Investment Officer
Tim Schlitzer
Senior Investment Officer
CM
Christina Marcarelli
Senior Investment Officer
You Might Like
BD
Bruce Davidson
Chief Compliance Officer & Operations Specialist
Claremont Financial Group Inc
RR
Rachel Rademacher
Vice President of Operations
Rademacher Financial Inc
ML
Mary Limburg
Trader & Client Service Specialist
Pennsylvania Capital Management
PG
Patricia Gee
Operations
Manhattan Family Office