Mingzhi Fund

Mingshi is a quantitative asset management firm specializing in investment and risk management across China's capital markets (equities, futures, options). It generates uncorrelated alpha signals using financial economics and computer science. The firm employs a "quantitative factory model," dividing strategy development into factors, AI, optimization, risk control, and trading, guiding data-driven decisions.

Founded in 2010, Mingshi became one of China's earliest hedge funds. Its founding team comprises professors and PhDs in finance from the Wharton School. Their insight stemmed from empirical research in asset pricing and behavioral finance, informing localized investment strategies for the Chinese market.

Mingshi serves sophisticated investors seeking China market exposure through advanced quantitative methodologies. The company aims to lead China's quantitative investment sector, striving to be the most trusted manager by delivering value via sophisticated technology and forward-thinking principles.