Chao Xia, PhD, CFA, FRM

Senior Quantitative Researcher, Man Numeric
Man Institute Contributor

Chao Xia is a senior quantitative researcher at Man Numeric. Her research efforts focus on machine learning, factor combination, event strategies, alternative data and macro timing. Chao is also a co-portfolio manager and manages a team of researchers.

Prior to joining Man Numeric in 2017, Chao interned at JP Morgan as a research associate.

Chao received a bachelor’s degree in statistics from University of Science and Technology of China and a doctorate degree in applied mathematics from Brown University. Her thesis focused on applying Kaman Filters in traffic flow forecasts. Chao is a CFA and FRM charterholder.

Man Institute content contributed by Chao

Regimes, Systematic Models and the Power of Prediction

Academic Research read 12 min
March 2025

Regimes, Systematic Models and the Power of Prediction

Discovering we’re in an economic regime after the fact risks missing vital information for adapting investment processes. How can we employ systematic methods to identify economic regimes and use them to predict returns?

Under the MacroScope: Capitalising on Recurring Patterns in the Macro Economy

Systematic read 10 min
May 2023

Under the MacroScope: Capitalising on Recurring Patterns in the Macro Economy

How can investors best make use of macro information when it comes to selecting stocks?

Black Box + Glass Box: Using Creative Systematic Risk Modelling to Navigate an Uncertain Macro Environment

Systematic read 7 min
May 2023

Black Box + Glass Box: Using Creative Systematic Risk Modelling to Navigate an Uncertain Macro Environment

Can a creative risk modeling via a systematic approach (the black box) with human engagement (the glass box) be successful in navigating today’s complex macro environment?
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