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Peng Cheng

Quantitative Strategies at Alphadyne

Peng Cheng is a portfolio manager at Alphadyne Asset Management, a New York-based alternative investment management firm.12 Prior to joining Alphadyne, Cheng held several prominent positions in the financial industry:

  1. Managing Director and Head of Big Data and AI Strategies at J.P. Morgan (February 2018 - Present)23
  2. Equity Derivatives Strategist at J.P. Morgan (June 2010 - February 2018)2
  3. Convertible Bonds Analyst at Barclays Capital (September 2008 - June 2010)2
  4. Equity Derivatives Strategist at Lehman Brothers (September 2007 - September 2008)2

Cheng's expertise lies in developing cross-asset investment strategies using alternative data and advanced statistical techniques, with a focus on big data, AI, and high-frequency trading strategies.3 He is known for his work on equity alpha signals derived from high-frequency options data.3

Academically, Peng Cheng holds a BBA in Finance/Accounting from Simon Fraser University (2003-2006) and studied at the University of California, Berkeley, Haas School of Business (2007-2008).2 He is also a CFA charterholder.3

At Alphadyne Asset Management, Cheng likely contributes to the firm's macro and fixed income relative value investment strategies, focusing on global interest rate, foreign exchange, equity, commodity, and credit markets.1

Highlights

Jan 1 · datanyze.com
Alphadyne Asset Management Company Profile - Datanyze
Aug 4 · Reuters
Meme stock Tupperware jumps as debt restructuring deal fuels retail ... - Reuters
Meme stock Tupperware jumps as debt restructuring deal fuels retail ... - Reuters
Aug 4 · CNBC
Tupperware shares soar on agreement with lenders to restructure debt - CNBC
Tupperware shares soar on agreement with lenders to restructure debt - CNBC
Jan 24 · iaqf.org
IAQF & Thalesians Seminar Series: Equity Alpha Signals From High ...
‪Peng Cheng‬ - ‪Google Scholar‬
May 8 · quantconnect.com
Meet Our QuantCommunity – Cheng Peng | QuantConnect Blog

Related Questions

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Location

New York, New York, United States