“We cannot solve our problems with the same thinking we used when we created them.”

– Albert Einstein

Insights

We wish to inject fresh thinking regarding opportunities, as well as challenges, the industry faces today. We are looking to make the research process a rewarding experience.

Publications

Charles Darwin said “A scientific man ought to have no wishes, no affections — a mere heart of stone.” We encourage practical research that unites the best of industry and academia.

  • Factor Timing Model
    Ronald Hua, Dmitri Kantsyrev, and Edward Qian, The Journal of Portfolio Management, Vol. 39, Fall 2012
  • Quantitative Equity Portfolio Management: Modern Techniques and Applications
    Eric Sorensen, Ronald Hua, and Edward Qian, 2007
  • Aspects of Constrained Long-Short Equity Portfolios
    Eric Sorensen, Ronald Hua, Edward Qian, The Journal of Portfolio Management, Vol. 33, Winter 2007
  • Information Horizon, Portfolio Turnover, and Optimal Alpha Models
    Edward Qian, Eric Sorensen, and Ronald Hua, and, The Journal of Portfolio Management, Vol. 34, Fall 2007
  • Contextual Fundamentals, Models and Active Management
    Eric Sorensen, Ronald Hua, and Edward Qian, The Journal of Portfolio Management, Vol. 31, Fall 2005
  • Multiple Alpha Sources and Active Management
    Eric Sorensen, Edward Qian, Robert Schoen, and Ronald Hua, The Journal of Portfolio Management, Vol. 30, Winter 2004
  • Active Risk and Information Ratio
    Edward Qian and Ronald Hua, The Journal of Investment Management, Vol. 2, No 3, 2004

Briefings