Berlinda Liu

Director, Global Research & Design
S&P Dow Jones Indices
Biography

Berlinda Liu is Director, Global Research & Design, at S&P Dow Jones Indices. In this role, she is responsible for quantitative research & design covering volatility, commodity, and other derivative-based indices and strategies.

Berlinda joined Standard & Poor's in December 2007. Prior to S&P, she was an equity derivatives strategist at both Bear Stearns, London, and Credit Suisse, New York, where she joined as a business analyst.

Berlinda is a CFA charter holder. She holds a bachelor’s degree in international business management from Wuhan University of China, a master’s degree in information system management from Carnegie Mellon University, in addition to her master’s in computational finance from Carnegie Mellon.

Author Archives: Berlinda Liu

What is VEQTOR?

Recently, we have seen quite a bit of discussion on the S&P VEQTOR Indices. Most of the discussion focuses on its use of VIX futures, complicated allocation process, short back test history, and performance drag. This post is meant to to clarify a couple of the unique characteristics of this index. Initially it is worth Read more […]

The VIX Factor

After a strong 2013, the US equity market took a dive in January 2014 and dropped more than 3%. Is it a temporary market correction or something more substantial? Everyone has his own answer. Regardless of your outlook of the market, January has reminded us that market volatility is still one of the major risks Read more […]