Shikun Ke

Shikun Ke is a Quantitative Research Analyst who served at AQR Capital Management LLC in New York, where he focused on developing and applying advanced empirical models to asset pricing and investment strategies. During his tenure, he concentrated on equities, with particular expertise in machine learning-driven factor models and behavioral finance, contributing innovative research to refine systematic portfolio management approaches.

Prior to joining AQR, Shikun was a Research Assistant at Columbia Business School and the Economics Department at Columbia University, where he was involved in projects linked to asset pricing, textual analysis, and the application of quantitative methods to financial markets. He has also collaborated closely with leading academics and practitioners on the complexity of factor models in the cross-section of stock returns.

Shikun holds a PhD in Financial Economics from Yale University and a Bachelor of Science in Applied Mathematics, Operations Research, and Economics from Columbia University. His research and expertise encompass equity markets, machine learning, and behavioral finance, with multiple academic awards recognizing his contributions—including Best Paper distinctions in AI and Finance conferences.