Kaifeng Investment is a quantitative-heavy fund manager built on Python, MATLAB, and Bloomberg for research and trading. The tech stack reveals a research-first operation—15 of 19 active hires are research roles, with heavy use of backtesting infrastructure (Zipline), interactive brokers APIs, and financial modeling tools (VBA, pandas, NumPy). Current project momentum centers on asset allocation simulation, strategy backtesting, and deep commodity and macro analysis, indicating active development of systematic trading strategies rather than passive fund administration.
Kaifeng Investment, founded in 2012 and based in Shenzhen, operates as a self-owned fund manager serving wealth clients across private funds, equities, commodities futures, macro strategies, bonds, and quantitative investing. The firm manages research, engineering, finance, investor relations, and marketing functions. Their operational footprint spans 51–200 employees, with active development teams focused on backtesting systems, market data pipelines, and multi-asset allocation models. Current hiring is concentrated in research roles, reflecting heavy demand for analysts and strategists to support ongoing strategy development.
Python, MATLAB, C++, and Java form the core development stack, with Excel/VBA for modeling and Linux for infrastructure. Research teams also use pandas and NumPy for quantitative analysis.
Based on active projects and specialties: equities, commodity futures (especially energy), bonds, and macro strategies. Current projects include asset allocation models, energy commodity analysis, and macro model development.
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