Billion USD
ASSETS MANAGED USING RAYLIANT STRATEGIES
0
+
as of Dec 2018
0
Awards
WON FOR OUR RESEARCH
0
Global Offices
ACROSS ASIA, NORTH AMERICA, AND EUROPE
Latest Insights
OCTOBER 2018
To maximize social value and investor returns, it is optimal to fund those ESG firms that are most in need of capital. Read More
NOVEMBER 2018
This research explores the effect of illiquidity on factor returns and how some popular factors deliver higher returns in the small cap space. Read More
NOVEMBER 2018
Human beings are wired the same way wherever they come from, and that means they’re likely to make the same mistakes when it comes to trading stocks. Read More
Our Principles
We are a different kind of investment management firm.
We seek to have a broad impact on the industry not just through our research, but by how we operate and interact with clients.
– Jason Hsu, Founder and Chief Investment Officer
Focus on Investor Outcomes
Excellence Without Arrogance
Institutional Quality Solutions
Meet Our Researchers
VIVEK VISWANATHAN, CFA
Managing Director
PHILLIP WOOL, PhD
Director, Research
BENJAMIN WANG, MBA
Senior Vice President
DONALD HE, CFA
Senior Vice President
CLAUDIA WOOL, PhD
Senior Researcher
MICHAEL WANG, MFE
Senior Researcher
JACK CHIU, CFA
Senior Researcher
SAMIDH PRATAP SINGH, MBA
Senior Researcher
PRISCILLA LIU, MFE
Senior Researcher
LU HE, MSF
Senior Researcher
NICOLE LIU, CFA
Senior Researcher
GLORIA LIANG, CFA
Researcher
JIAQI SUN, MS
Researcher
YINGFAN XIA, MFE
Researcher
AMIT GOYAL, PhD
Senior Advisor
BRADFORD CORNELL, PhD
Senior Advisor
JUN LIU, PhD
Senior Advisor
SHINGO GOTO, PhD
Senior Advisor
NENG WANG, PhD
Senior Advisor
EUNICE ZHAN, PhD
Research Advisor
Our Strategies
Rayliant Global Advisors delivers innovative investment solutions spanning from quant-active smart beta strategies to more complex alternatives and multi-asset strategies.
QUANT-ACTIVE SMART BETA
Rayliant offers deep understanding of how to design, implement, and integrate smart beta into an investor’s portfolio. Our unique quantamental approach of incorporating fundamental insights into a quantitative based portfolio construction process seeks to overcome challenges inherent in either fundamental-only or quantitative-only investment strategies.
MULTI-ASSET
Rayliant leverages our expertise in global markets and factor-based research to develop multi-asset strategies and build dynamic asset allocation models. Our consistent, disciplined quant-driven framework utilizes strategic and tactical decisions that seek to generate excess returns across asset classes over a market cycle.
ALTERNATIVES
Rayliant expands our factor expertise into non-traditional asset classes (e.g. commodities, volatility) to offer diversified and alternative risk premium across markets. These strategies, such as multi-factor CTA and tail risk hedging, complement the long only toolkit and serve as either a standalone absolute return sleeve or building blocks for a risk premium portfolio.