Quantitative investing has transformed from simple filters to narrow an investment universe to trend-following systematic trading, to the addition of AI to programs in the hopes of taking their efficacy to the next level. This veteran panel will speak to the quant strategies’ past, present, and future of this way of investing – including professionals from a pension fund in Canada, two asset managers in Paris, France, and a third one located in Zürich, Switzerland. This panel will be just one hour of moderated questions and audience queries.
Join us for this special CAASA webinar on Tuesday, May 23, 2023 between 10AM – 11AM (ET) | 16h – 17h (CET). (Open for all globally.)
Virtual
Managing Director, Public Markets
University Pension Plan Ontario
Head of Predictor Research – Alpha
Capital Fund Management
Chief Executive Officer & Co-Head of Research
Quantica Capital
CEO and Co-CIO
Metori Capital Management
Managing Director, Public Markets
University Pension Plan Ontario
Christophe L’Ahelec is an investment professional with more than twenty years of global experience in France, Hong Kong, Switzerland and Canada.
As Managing Director, Public Markets, Christophe is responsible for UPP’s global investment strategy with a particular focus on Public Market activities.
Prior to UPP, Christophe was a Senior Principal in the Capital Markets department at Ontario Teachers’ Pension Plan (OTPP) Board where he was accountable for the top-down management of the external managers portfolio and was part of the investment committee allocating to hedge fund, private credit and long only equity managers. During his 11 year tenure at OTPP, he originated, conducted due-diligence and on-boarded systematic alpha managers in the equity and futures space, along with leading the group’s work in the alternative risk premia space.
Before coming to Canada, Christophe was a quantitative analyst and assistant portfolio manager at Mignon Genève SA/Alpstar Asset Management in Switzerland, where he took part in the creation and portfolio management of a European systematic market neutral fund.
Christophe is a graduate engineer in Finance and Applied Mathematics from the Ecole Nationale Supérieure d’Informatique et de Mathématiques Appliquées de Grenoble, France and holds the Chartered Financial Analyst designation. Christophe has been invited to speak globally on advanced portfolio and risk management topics and has published papers on topics regarding portfolio construction and managed futures.
Head of Predictor Research – Alpha
Capital Fund Management
Yves is the Head of Predictor Research – Alpha for CFM, having joined the firm in 2003. He is in charge of setting out the signal research for the Alpha strategies. Yves originally joined CFM to conduct research on execution algorithms. After two years focused on price impact modelling and slippage analysis, he turned to Alpha strategies, primarily on futures, and then in other asset classes, including stocks and options. Yves holds a PhD in cosmology and an MSc in physics from Cambridge University. He also has a Masters in Math from the Université Pierre et Marie Curie in Paris and a Masters in Engineering from École Centrale Paris.
Chief Executive Officer & Co-Head of Research
Quantica Capital
Nicolas joined Quantica Capital from RAM Active Investments, a multi-billion systematic asset management company based in Geneva, where he served as senior quantitative investment manager, developing and managing systematic short-term equity long/short strategies. Until 2018, Mirjolet was CIO and lead portfolio manager of Tolomeo Capital, a Zurich based systematic asset manager specialized in long/short equities and futures strategies. He co-founded Tolomeo Capital in 2011, after doing a spin-out with the quant & risk-management team of a multi-billion family office in Zurich. Nicolas started his career in 2006 as a quant analyst for ETH Zurich spin-off swissQuant.
Nicolas Mirjolet graduated from CentraleSupélec in Paris (France) and holds a MSc in electrical engineering from the Swiss Federal Institute of Technology (ETH Zurich).
CEO and Co-CIO
Metori Capital Management
Nicolas has 20 years of experience in finance, including 15 years in asset management. He has been Lyxor’s CIO since 2012, overseeing 100+ portfolio managers, researchers and financial engineers. Prior to this, Nicolas held various management positions, notably in Asia. Nicolas holds an engineering degree from French Ecole Centrale de Paris, and a PhD in Economics from Paris La Sorbonne. He has been a quantitative finance lecturer in different master programs and contributed to various articles and academic conferences.
Event Registration Closed
Event Registration Closed