Kai Lui has joined Bridgeway Capital Management as an investment team member. Liu, most recently with Chicago Equity Partners, LLC, will be responsible for conducting statistical research to develop future investment models.
"Kai has both the skill set and the experience that are critically important to our statistically driven, evidence-based investment approach," says John Montgomery, founder and CIO of Bridgeway. "We are thrilled to welcome him to the investment team and look forward to his contributions as we continue to provide innovatively designed and competitively priced investment strategies to investors."
Prior to joining Bridgeway, Liu served as Director, Quantitative Research at Chicago Equity Partners, LLC. In this role, he was responsible for the development and back testing of portfolio construction strategies for all equity products including long-only, 130/30 and market neutral. In his prior role with Citadel Investment Group, LLC, Liu served as Associate, Credit Front Office, where he was responsible for designing and implementing a security valuation library for credit derivatives as well as performing model back testing and calibration for quantitative research. Liu started his career as a programmer analyst with Reuters Group PLC in Oakbrook, Illinois.
Liu holds an MS in financial mathematics from the University of Chicago, an MS in Computer Science from the Illinois Institute of Technology, and a BS in Computer Science from the University of Texas at Austin.
