![Terance Chow](data:image/svg+xml,<svg xmlns="http://www.w3.org/2000/svg" width="16" height="16" fill="%231b1b1b" class="bi bi-person-fill" viewBox="0 0 16 16"><path d="M3 14s-1 0-1-1 1-4 6-4 6 3 6 4-1 1-1 1zm5-6a3 3 0 1 0 0-6 3 3 0 0 0 0 6"/></svg>)
Profil
Mr. Terance Chow joined EVA in 1996.
Mr. Chow earned a Bachelor of Mathematics from the University of Waterloo, Canada, where he majored in Computer Science and Operations Research.
He also earned an M.B.A. in with a concentration in Finance from Cornell University in 1995.
Anciens postes connus de Terance Chow
| Sociétés | Poste | Fin |
|---|---|---|
Evnine & Associates, Inc.
 Evnine & Associates, Inc. Investment ManagersFinance Evnine & Associates employs a dollar neutral, equity statistical arbitrage strategy based on the premise that near-term stock price anomalies will correct themselves and return to normal trading ranges. The firm's holdings are diversified with individual long and short positions. Their portfolios are constructed to be neutral on a dollar, beta and other systematic exposure basis. BARRA's E3 equity factor risk model is incorporated into the portfolio optimization process to constrain factor exposures and limit risk. The firm invests primarily in the stocks on mid-cap US companies in the finance, producer manufacturing and consumer non-durables sectors. They maintain a very high turnover rate. | Directeur Technique/Scientifique/R&D | 31/03/2011 |
Formation de Terance Chow
Expériences
Fonctions occupées
Actives
Inactives
Sociétés cotées
Entreprise privées
Relations
93
Relations au 1er degré
3
Entreprises liées au 1er degré
Homme
Femme
Administrateurs
Exécutifs
Sociétés liées
| Entreprise privées | 3 |
|---|---|
Evnine & Associates, Inc.
Evnine & Associates, Inc. Investment ManagersFinance Evnine & Associates employs a dollar neutral, equity statistical arbitrage strategy based on the premise that near-term stock price anomalies will correct themselves and return to normal trading ranges. The firm's holdings are diversified with individual long and short positions. Their portfolios are constructed to be neutral on a dollar, beta and other systematic exposure basis. BARRA's E3 equity factor risk model is incorporated into the portfolio optimization process to constrain factor exposures and limit risk. The firm invests primarily in the stocks on mid-cap US companies in the finance, producer manufacturing and consumer non-durables sectors. They maintain a very high turnover rate. | Finance |
Cornell University
 Cornell University Other Consumer ServicesConsumer Services Functions as a College/University | Consumer Services |
The University of Waterloo
 The University of Waterloo Other Consumer ServicesConsumer Services Functions as a College/University | Consumer Services |
