Dr. Pei "Peter" Lung
Dr. Pei “Peter” Lung is the Chief Investment Officer of Quanterra Capital Management, LP.
During his career that has spanned nearly three (3) decades, Dr. Lung has firmly established
himself as one of the leading market volatility and derivative experts. Prior to joining
Quanterra Capital Management, Dr. Lung was the Chief Investment Officer for Ouroboros
Asset Management from 2014 to 2017 achieving audited investment returns of 18.50%,
11.35%, 15.74%, and 8.14% net of fees over those four years.
Prior to Ouroboros Asset Management, Dr. Lung developed and implemented similar
volatility focused trading, market-neutral investing, and risk management strategies for
TD Ameritrade in the US and Shenyin & Wanguo Securities Co. Ltd. - the largest brokerage firm in China.
Beyond his role as professional portfolio manager, Dr.Lung has contributed substantially to the
development and study of finance in academia. In addition to publishing over two dozen
acclaimed research papers on topics ranging from asset pricing to volatility, he has received
several awards recognizing his continued contributions as a finance professor and educator.
Among his awards were The Best Teaching Award, College of Business Administration,
Texas Tech University (Fall 1999) and Outstanding Teacher Award, the University of Texas
at Arlington, recognized by the University of Texas Board of Regents (May 2011).
Dr.Lung remains a Denver Clearing House Endowed Chair Professor with University of
Denver’s Daniels College of Business and Reiman School of Finance, both posts he has
occupied since 2012. Prior to his role at the University of Denver, Dr.Lung was an Associate
Professor at the University of Dayton and Assistant Professor at the University of Texas at
Arlington, respectively. Dr.Lung received his Masters in Finance from Michigan State and
PhD from Texas Tech University.
