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By Alyssa Wei

July 21st, 2020

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Alyssa Wei

Alyssa is a quantitative researcher at Bluesky Capital. She previously worked at leading wealth management and financial companies in the US and China. She is currently completing her master’s degree in Statistics at Baruch College, and holds a M.A. in Economics and Education from Columbia University and a B.A. in Accounting.

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This article is intended for academic and educational purposes and is not an investment recommendation. The information that we provide or that is derived from our website should not be a substitute for advice from an investment professional. The hypothetical models discussed in this paper do not reflect the investment performance of any actual product or strategy in existence during the periods tested and there is no guarantee that if such product or strategy existed it would have displayed similar performance characteristics. A decision to invest in any product or strategy should not be based on the information or conclusions contained herein. This is neither an offer to sell nor a solicitation for an offer to buy interests in securities.