Chris Jiang is the Quantitative Research Analyst at Efficient Capital Management, LLC. He is also an Adjunct Professor of Finance at the Illinois Institute of Technology Stuart School of Business. His expertise is in Managed future trading strategy evaluation and CTA risk behavior assessment. His research area also includes capital flow effects in managed future industry. Mr. Jiang passed Financial Risk Manager (FRM) 4 years ago, is a Chartered Financial Analyst (CFA) level 3 candidate. He graduated from North Dakota State University in 2009 with a Masters in Statistics. Chris is also a PhD. Candidate at the Illinois Institute of Technology Stuart School of Business majoring in quantitative finance.
We were excited to have Chris share his expertise during an on-floor seminar on the moral hazard problem in hedge funds at last year’s Trading Show Chicago.
You can now download Chris’ presentation to find out more about:
- A typical fee structure of hedge funds
- The High Water Mark provision
- Changes in risk
The Trading Show Chicago is the only event that combines quant, automated trading, exchange technology, big data and derivatives. This year’s event will take place May 18-19 at the Navy Pier in Chicago.