Alfred Ka-Chun Ma

Alfred Ma is the Executive Director and Chief Investment Officer of CASH Algo Finance Group. He is a CFA charter holder and holds a PhD degree in Operations Research specializing in financial engineering from the Columbia University.

Articles by Alfred Ka-Chun Ma

Original research

An uncertainty quantification framework for the achievability of backtesting results of trading strategies

In this paper, the authors propose a framework for implementing and backtesting trading strategies.

20 Sep 2017