Quantrio Research Capital

Founded in 2022 by Allen and Ethan, Quantrio Research Capital is a research and technology company dedicated to developing the world-class quantitative investment platform. Our approach is based on creative data mining models, scientific and rigorous analysis, and disciplined risk management.

At Quantrio, we believe in combining the power of scientific approaches with human intelligence to uncover hidden patterns and insights across global financial markets. Our research and trading process is rigorous and systematic, ensuring Quantrio to stay true to our investment philosophy while adapting to changing market conditions.

Core Team

Allen

Co-founder, CIO

Allen is a seasoned quantitative investor with more than a decade of experience trading global macro and equity markets. He has a proven track record of success as a portfolio manager at multiple multi-billion dollar hedge funds in New York.

Allen's academic background includes a Ph.D. in Statistics and a B.S. in Mathematics. He began his career at J.P. Morgan, where he worked on the quantitative model review and development team under the guidance of C.S. Venkatakrishnan, who is now the CEO of Barclays.

Additionally, Allen is always passionate about staying up-to-date with the latest developments in artificial intelligence. He enjoys sharing his knowledge with others and is committed to incorporating cutting-edge techniques into quantitative investment.

Ethan

Co-founder, CRO

Ethan is an Associate Professor of Business Analytics at the Lindner College of Business at the University of Cincinnati. His research interests include statistical machine learning and its application to complex data in finance and other fields.

His groundbreaking research has been published in premier journals and conferences, including the Journal of the American Statistical Association (JASA), Journal of Machine Learning Research (JMLR), and Neural Information Processing Systems (NeurIPS).

Ethan earned his Ph.D. in Applied Mathematics and Statistics and an M.S.E. in Financial Mathematics from Johns Hopkins University. He is dedicated to finding new and innovative ways to apply advanced technologies in machine learning and artificial intelligence to real-world challenges

Joseph Zhou

Head of Risk Management

Joseph Zhou is a highly skilled Portfolio Manager with a focus on Chinese Future Markets. With over 8 years of experience at multiple funds, Joseph has developed core strategies that have realized a long-run Sharpe ratio significantly above market average.

Prior to his investment experiences, Joseph worked at several AI and Robotics companies. Notably, he was a key member of the team responsible for designing and engineering HAIBAO, the mascot for the 2010 Shanghai World Expo.

Stay hungry, stay curious, keep exploring and be unbiased

Quantrio Research​ Capital

Core Team

Quantrio Research Capital