The word quant is, like its field of endeavour, simultaneously simple yet complex – using quantitative methods to filter or screen portfolio constituents and/or using algorithms to size trades/positions and/or employing systematic trading strategies to place the bets and monitor their performance (as well as stop-out positions or take profits) have been around for many years. Now, thanks to leap-frogging advances in computing power, these facets of investment have melded into one another and are being used on a more ‘weaponized’ scale. Linking screening to sizing to trading can create a seemingly Midas Touch but can also be the destroyer of portfolios if systems run amok for too long. This panel will look into how quant strategies have evolved and what to expect going forward – as well as how to determine the efficacy of managers employing them.
A bit technical, this talk is meant for those with some background in maths and/or trading, but can be for anyone.
Dial-in details will be sent once registration is complete
CAASA’S Virtual PlatformCo-Founder, Managing Partner & Portfolio Manager
ReSolve Asset Management
Executive Director Business Development
FORT LP
Managing Director, National Sales
SmartBe Wealth
Director of Investment Solutions
Aspect Capital Limited
Co-Founder, Managing Partner & Portfolio Manager
ReSolve Asset Management
He has co-authored the book Adaptive Asset Allocation: Dynamic Global Portfolios to Profit in Good Times – and Bad (Wiley) as well as several whitepapers and research focused on adding new insights to the quantitative global asset allocation space. Rodrigo began his career on the institutional side with John Hancock before transitioning to the ultra-high net worth space at a boutique wealth management firm. Subsequently, Rodrigo, along with his partners, Mike and Adam, continued to evolve their quantitatively focused investment methodology as Portfolio Managers at Macquarie Private Wealth and Dundee Goodman Private wealth before launching ReSolve Asset Management in 2015.
Executive Director Business Development
FORT LP
Jean Oliver Caron joined FORT in 2016 and is a member of the Business Development & Investor Relations department. Prior to joining FORT, Mr. Caron was Sales Director at Citigroup Japan leading a team of financial engineers and sales to address both the institutional and retail equity derivatives markets.
Prior to Citi, Mr. Caron was Sales director at BNP Paribas both in Tokyo and New York where he focused on institutional relationships. During a span of 6 years, as part of the equity derivatives sales team, he was responsible for promoting and developing a product offering tailored to institutional investors both in Asia and North America. Prior to BNP Paribas, Mr. Caron spent 2 years at Citigroup Japan working in fixed income risk management and international syndication.
Mr. Caron graduated from the University of Tokyo with a Master’s degree in Applied Sciences and holds an Electrical Engineering Diploma from Ecole Polytechnique of Montreal
Director of Investment Solutions
Aspect Capital Limited
Razvan joined Aspect Capital, the $8.4 systematic investment manager, in July 2010 and is Director of Investment Solutions. Razvan is a member of Aspect’s Product Design Group and attends Investment Committee meetings. Razvan and his team are an integral part of the product development and research functions at Aspect and they provide quantitative expertise to Aspect’s clients on investment process and the development of new product ideas. Razvan’s primary responsibility is client engagement on matters relating to strategies, products, performance and research. Prior to Aspect, Razvan worked at Skybound Capital, Clear Horizon Capital, and PeregrineQuant (now Vunani Fund Managers) in various quantitative research roles. He graduated with distinctions in Mathematics, Applied Mathematics and Physics from Rhodes University. He holds a BSc (Hons) in Theoretical Physics from Wits University and was awarded an MSc in Financial Mathematics from the University of Cape Town and is a CFA Charter holder
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Event Registration Closed