Summary
Quantitative Researcher, Algorithmic Trader and former Portfolio Manager at Capital Theory Investment Management, LLC, a CTA based in Austin, Texas (USA), where I developed and ran automated algorithmic trading strategies for the US Futures and Options markets.
My work is focused on the statistical study of the "persistence of trends" and "mean reversion" effects in global Equities, Futures, Indexes, Bonds and FX Spot markets. I make extensive use of probabilistic Bayesian models to predict short-term (1 day to few weeks) trend reversals.
I do not use any AI/machine learning processes in my work: all models and algorithms are built by humans. This approach is very labour-intensive but produces forecasts that have a clearly understandable/explainable rationale (no black-boxes).
Areas of Expertise
Primary Asset Class:
Equities
Geography:
Asia Pacific
Countries:
(generalist)
Sectors:
(generalist)
Content Verticals:
Quantitative Analysis, Event-Driven
Work Experience:
- Portfolio Manager and Partner at Capital Theory Investment Management, LLC (Austin,TX - USA)
- Founder, Head of Quantitative Research at QUANTRADING AG (Switzerland)
- Founder, Head of Quantitative Research at Retracement Levels Ltd. (Hong Kong)