1. where is the distinctive profitability of mingmark?
For a long time in the past, data was the foundation of intelligent economy and the core means of production of intelligent manufacturing, which we called "calculation". Secondly, the rapid development of "computing power" represented by cloud computing and edge computing provides a strong guarantee for processing massive data. At present, the "algorithm" technology, represented by artificial intelligence and mechanism model, helps intelligent manufacturing to discover laws and provide intelligent decision support. In the research and development of many scientific technologies, Mingmark focuses on the breakthrough of algorithms, and closely links these three elements together, so that they can work together and exert great value. Not only that, Mingmark Assets has a number of senior traders who have been deeply involved in quantitative finance, venture capital management, fund analysis, economics and other fields for many years to protect the accuracy of its data direction. For example:
Dr Paul wilmot, an internationally renowned expert in quantitative finance, is the founder of CQF. His research work is very extensive, with over 100 articles published in leading mathematical and financial journals, and several internationally renowned books on mathematical modeling and derivatives, including the best-selling quantitative finance. He has rich consulting experience in major financial institutions in the United States and Europe, and founded fluctuation arbitrage hedge funds and university degree courses.
Dr. sébastien Lleo, associate professor of finance at NEOMA Business School in France, previously worked in investment management and risk management in Canada for 7 years and held consulting positions in Britain and Canada. Sebastian is the author of a monograph on risk management and co-author of a book on risk-sensitive stochastic control and stock market crash. Sebastian holds a master's degree in business administration, a master's degree in mathematics and a doctorate in social science. He is also a chartered CFA holder, a registered financial risk manager, a professional risk manager and a CQF alumnus.
Klaus Huber is the portfolio manager of Deka Investment Company in Frankfurt, where he helps to develop new investment products. Headquartered in Altendorf, Switzerland, Rodex Risk Consultant Co., Ltd. provides customers with advice on risk management and quantitative investment solutions. As an entrepreneur, risk manager, credit strategist, hedge fund analyst and government bond trader, he has rich experience and has worked for hedge funds, banks and insurance companies.
Dr Jon Gregory is an independent expert who specializes in projects related to counterparty risk xvA. He has worked in Barclays Capital, BNP Paribas and Citigroup, and has worked in many aspects of credit risk in his career. He is the author of Counterparty Credit Risk: New Challenges Faced by Global Financial Markets and Central Counterparties: The Impact of Compulsory Clearing and Bilateral Margin Requirements on OTC Products. He is a senior consultant of IHS Markit Solum Gold and Silver Derivatives Advisory and Academic Advisory Committee.
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