Professor Klaus Peter Hartwig possesses profound academic background and outstanding practical achievements in the fields of quantitative investment and macroeconomic analysis. As a CFA charterholder, he combines rigorous econometric models with global market insights, establishing a unique methodology in cross-market asset allocation and risk control.

In quantitative investment, Professor Hartwig has successfully managed hedge fund portfolios with assets under management of hundreds of millions of dollars. He is proficient in the design and optimization of multi-factor models, statistical arbitrage, and high-frequency trading strategies. He excels at applying complex mathematical tools to real-world market environments, particularly in constructing cross-cycle, cross-asset class portfolios, effectively balancing returns and volatility. The quantitative framework he spearheaded has been widely adopted by mainstream European asset management institutions, significantly improving the stability and replicability of strategies.

In the field of macroeconomic analysis, he has long focused on the transmission mechanisms of central bank policies, global economic cycles, and geopolitics to capital markets. During his tenures at Morgan Stanley and Credit Suisse, he repeatedly and accurately predicted shifts in Federal Reserve monetary policy and the evolution of the European debt crisis, providing institutional clients with crucial strategic investment advice. His proposed “policy-capital flow-asset pricing” linkage analysis model is considered a vital reference for judging global market trends.

These achievements not only solidified his authoritative position in the international financial community but also provided a solid theoretical and practical foundation for his guidance of the MCG-KI intelligent trading system at Meilian Capital, ensuring that the AI ​​strategy remains firmly anchored to real economic logic and market dynamics.