About the Blog
This blog focuses on investing using an algorithmic, quantitative, and systematic approach. I am interested in building investing systems, and this blog contains my research and analysis on this topic. You can also find data visualizations and reproducible code.
The investment management industry has traditionally been secretive and opaque since there are strong financial incentives not to give away intellectual property. This has led to limited collaboration between researchers. For this blog, I plan on being completely open in documenting my research and sharing my results. My hope is that I can learn from and collaborate with other like-minded people.
About the Author
My name is Kevin Lu. I am the author of this blog.
I previously worked as an analyst at Bridgewater Associates, a hedge fund that utilizes a systematic, global macro investing style. At Bridgewater, I worked on the data side which involved sourcing, transforming, and delivering data for trading systems. I also worked on the research side as an analyst involved with producing Bridgewater’s Daily Observations, a research paper sent to institutional investors and policy makers.
I received a Bachelors of Arts degree in Economics with Distinction and a Bachelors of Science degree in Business Administration from the University of California, Berkeley. I have passed the CFA Level II exam.