Mingqiang Zhu
About Mingqiang Zhu
Mingqiang Zhu is a Quant Researcher at Two Sigma Investments, where he has worked since 2010. He specializes in statistical arbitrage in cash equity markets, particularly in Asian markets, and has a background in systematic global macro trading.
Work at Two Sigma Investments
Mingqiang Zhu has been employed at Two Sigma Investments since 2010, where he serves as a Quant Researcher. His work primarily involves statistical arbitrage in cash equity markets, with a specific focus on Asian markets. Over his 14 years at the firm, he has contributed to the development of quantitative strategies that leverage statistical models to identify trading opportunities.
Previous Experience at Credit Suisse
Before joining Two Sigma, Mingqiang Zhu worked at Credit Suisse as a Quant Strategist from 2008 to 2010. In this role, he specialized in systematic global macro trading, which encompassed various asset classes including index derivatives, volatilities, rates, credit, futures, FX, and commodities. His experience at Credit Suisse provided him with a strong foundation in quantitative finance.
Education and Expertise
Mingqiang Zhu holds a Bachelor of Science degree in Engineering from Tsinghua University. He furthered his education at the University of California, Los Angeles, where he earned a Ph.D. in Applied Mathematics. His academic background equips him with a robust understanding of quantitative methods and their application in financial markets.
Specialization in Statistical Arbitrage
Mingqiang Zhu specializes in statistical arbitrage, particularly within cash equity markets. His expertise extends to analyzing market inefficiencies and implementing quantitative strategies that capitalize on these opportunities. His focus on Asian markets highlights his understanding of regional market dynamics and trading behaviors.