Shijing Cai

Investment Analyst

Shijing joined AQUIS in March 2021 as an Investment Analyst focusing on the Hedge Fund Research. She finished her master thesis in collaboration with OLZ AG, an asset management company in Zurich. The thesis is about analyzing the usefulness of pre-testing as a technique for automated parameter selection of momentum strategies. The approach is used to pre-test the performance and choose an optimal momentum strategy each period among various momentum strategies with different parameter settings. She has also got experience on doing data analysis and run machine learning model with Python.

Shijing got her Bachelor’s degree in Financial Engineering from Hunan University, China, and finished her master at the ETH Zurich in Quantitative Finance. Shijing passed the FRM level 2.