Dr. Kun Gao is the Founder and Chief Investment Officer of Sherbrooke Park Advisers, a quantitative hedge fund actively applying innovative algorithms to invest in global markets. Sherbrooke Park Advisers exists at the intersection of finance and technology, combining the deep industry knowledge of quantitative researchers with the technical prowess of software engineers. It leverages the collective expertise of its team to seek new investment opportunities, control risk, and provide useful services to its investment partners.
Prior to founding Sherbrooke Park Advisers, Gao was the Head of Quant Equity Research at AIG Investments, the asset management arm of the insurance giant. Building the trading business from the ground up, Gao recruited and retained high performers, instilled a culture of excellence, and integrated sophisticated infrastructure to drive results. Under his leadership, the business delivered strong audited track records each year since inception. Before joining AIG, Gao was a senior portfolio manager at leading U.S. hedge funds, including Tudor Investment Corporation, Balyasny Asset Management, and WorldQuant. Gao started his investment career at Morgan Stanley’s proprietary trading group.
Gao is a long-term trustee of The Chinese Finance Association (TCFA). He is also a co-founder and trustee of The Youth Fund, a nonprofit organization that connects Asian-American youth with industry leaders to assist in their career development. He contributed a book chapter about quantitative equity trading for Financial Engineering (Wiley, 2011).
Gao received a B.S. in Statistics from Peking University and a Ph.D. in Statistics from Yale University.