Diana Zheng, PhD, CFA, FRM

Senior Quantitative Researcher, Man Numeric
Man Institute Contributor

Diana Zheng is a senior quantitative researcher and a co-portfolio manager at Man Numeric. Her research focus is on alternative data, event strategies, government related signals, private market dynamics, REITs and portfolio construction.

Prior to joining Man Numeric in 2019, Diana interned at Citi as a quant researcher.

Diana received a bachelor’s degree from University of California Los Angeles, with a triple major in mathematics, statistics and business economics, with a minor in accounting. She has also received a doctorate degree in finance from Columbia Business School. She is a CFA® and FRM charterholder.

Man Institute content contributed by Diana

Tapping Private Market Insights for Public Market Investments

Systematic read 6 min
May 2024

Tapping Private Market Insights for Public Market Investments

Private market insights can serve as a leading indicator for public market investments. Natural language processing can help unlock this untapped potential.

Exclusion Lists: The Hidden Tracking Error and How to Manage It

Responsible Investment read 11 min
March 2023

Exclusion Lists: The Hidden Tracking Error and How to Manage It

Exclusion lists can lead to significant divergences from benchmarks. We propose a novel method for reducing this tracking error.

Avoiding Headline Risk: Evaluating ESG Ratings with Incident Predictions

Responsible Investment read 16 min
October 2022

Avoiding Headline Risk: Evaluating ESG Ratings with Incident Predictions

No investor wants a scandal to hit one of their portfolio companies. We explain how our model can use ESG ratings to mitigate this risk.
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