Senior Quantitative Research Analyst at McKinley Capital Management, LLC
Ziwei Wang is a senior quantitative research analyst at McKinley Capital Management, LLC. Her research work has focused on developing alpha models, risk factors, quantitative strategies, and portfolio construction methods. She has worked on building stock prediction models using regression models, machine learning models, and NLP techniques. She has also worked extensively on portfolio optimization and construction in historical tests and live implementation. She earned a BS in Economics and Science from the Peking University School of Economics & School of Mathematical Sciences and an MS in Quantitative and Computational Finance from the Georgia Institute of Technology.
By This Author
Portfolio and Investment Analysis with SAS®: Financial Modeling Techniques for Optimization
Portfolio and Investment Analysis with SAS®: Financial Modeling Techniques for Optimization is designed to show readers how use SAS to choose a statistically significant stock selection model, create Mean-Variance efficient portfolios, and be aggressive in investing to maximize the Geometric Mean. Based on the pioneering portfolio selection techniques of Harry Markowitz and others, this book shows how to maximizing the Geometric Mean maximizes the utility of final wealth to achieve the greatest level of terminal wealth in the shortest time possible.
- Jared Dean is the Chief Technology Officer of StepLeader.
- Rob Collum is a Principal Technical Architect in the Professional Services Division at SAS.
- Jim Blum is a Professor of Statistics at the University of North Carolina Wilmington where he has developed and taught original courses in SAS programming for the university for more than 15 years. These courses cover topics in SAS/BASE, SAS/SQL, SAS/STAT, and macro language.
- Jack Shostak, Associate Director of Statistics, manages a group of statistical programmers at the Duke Clinical Research Institute.