This user currently has no profile.
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: Weekly
- Interests: Bonds, Commodities, Developed International Markets, Energy 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, you have no book details. Click edit to add book details.
LATEST STOCKTALK more »
does anyone know what time is fda's announcement tomorrow for $GILD? Oct 9, 2014
Latest Comments more »
- They central bankers could ... on GLD Profit Opportunity Before Swiss Gold Refere...
- The defenders of the paper ... on GLD Profit Opportunity Before Swiss Gold Refere...
- Thanks for your insight! Ho... on Cisco Making Progress, But Not Totally Back Yet
- No one seems to talk about ... on Cisco Making Progress, But Not Totally Back Yet
- Iglustrom, Thanks for your ... on Arch Coal: Stay Away Until Coal Prices Rebound
Latest comments on Jason Z. Wu's Articles