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Quantitative

Trading

Management Team

Our team members have more than 15 years of trading and asset management experience, as well as advanced risk management qualifications (FRM from GARP, PRM from PRMIA). Trading experience: quantitative and algorithmic trading, legal and tax arbitrage, event- driven strategies, corporate deals. One of the managing partners holds an active tenured-level academic job, had graduated from the Ph.D. program in INSEAD and is involved in active research, publishing in the top finance journals (Journal of Finance, Journal of Financial Economics, Review of Financial Studies, and others) on the topics of asset pricing, asset management and carbon risk, currently with active focus on using option-implied correlations, option-based expected return bounds, and other related information in asset management.

Academic Board 

Professors from several leading European Universities and Business Schools contribute to developing of new strategies, analyzing ideas, and providing expertise for our investment approach. All Academic Board members are active researchers in the relevant asset management areas, and also have publications in the leading finance and economic journals, and are active in research on empirical asset pricing, Bayesian and standard econometrics, derivatives, and portfolio management 

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