Jason Z. Wu
Jason Wu is currently a portfolio manager at Optimization Asset Management LLC, a Long/Short hedge fund based in the U.S. Dr. Wu spent seven years as a quantitative strategist/portfolio manager at Perry Capital, an event driven hedge fund, where he managed quantitative strategies. Jason Wu also developed the risk management system and other quantitative price models for the company during a period when Perry’s asset under management grew from $1 billion to $8 billion. Prior to working at Perry Capital, Dr. Wu spent 5 years as a quantitative analyst at General Re, CDC Capital and Bankers Trust. Jason Wu has a Ph.D. in physics from Yale University and Bachelor of Science from Tsinghua University, Beijing, China.
- Description: Hedge fund manager. Trading frequency: Daily
- Interests: Bonds, Commodities, Energy stocks, Foreign stocks, Mutual funds, Options, Stocks - long, Stocks - short, Tech stocks
Optimization Fund L.P. Optimization Fund is a macro/top-down driven Long/Short equity fund focusing primarily on North America. Our investment philosophy is to identify long term trends through our screens of news flow and corporate earnings. On the long side, we select stocks that will benefit from the trends and we short stocks ...More
that will suffer. An investment idea is derived from screening a large sample of news releases, corporate earnings reports, annual reports over time. Then, we research the major players in the relevant space to structure a position of long and short stocks to have the best risk/reward ratios under various historic and hypothetical scenarios. The screening process is not only an important source of investment ideas, but also a key part of our risk management input, through which our existing investment thesis is being tested constantly. One of our greatest strengths, we believe, is our ability to manage risk. We set a strict set of standard risk parameters for the overall portfolio such as leverage, net exposure, sector and individual position sizing. These parameters are managed dynamically, depending on market conditions. For each position, we also attempt to determine the market expectations based on past and future events, such as product announcements and its earnings' announcements or its competitors' earnings, so we can better manage the risk time line accordingly.
Currently, there are no book details for Jason Z. Wu.
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I think the market believes that $ARMH will win and $intc to lose (ritely or wrongly:). This is my 2c. BTW, I am long the arm pit with stop. Jan 10, 2013
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