Leo Chen

Leo Chen, Ph.D.

Portfolio Manager & Quantitative Strategist

Dr. Leo Chen serves as Portfolio Manager & Quantitative Strategist. He is a portfolio manager on Cumberland’s equity strategies that focus on volatility and market sentiment. He also works directly with clients as an Investment Advisor Representative.

Leo specializes in quantitative analysis, particularly in time-series empirical research. He works with stochastic calculus and Brownian motion. His research utilizes quantitative methods to examine market returns and underlying volatilities. Leo’s research has been quoted by the Wall Street Journal, Barron’s, Morningstar, Bloomberg Radio, MarketWatch, Business Insider, Yahoo!, and various international media in Asia and Europe.

In addition to his role at Cumberland Advisors, Leo is also the Director of the Student Managed Investment Fund at the University of South Florida, a fund under the USF Foundation. He also serves at a member on the University 403b Retirement Investment Committee.

Leo earned a Ph.D. degree in finance from the University of South Florida and a B.A. degree in economics from the University of Rochester. In 2010, he was a research scholar in mathematics at the Fields Institute for Research in Mathematical Sciences.

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