Live Strategy
Cumulative Strategy Return
S&P 500 L/S
— through disciplined investing and algorithmic trading across global markets.
Areas of Expertise
A systematic, machine learning–driven portfolio that rebalances monthly — selecting the strongest assets from a diversified universe based on objective, data-driven signals.
A market-neutral long/short strategy across the S&P 500 — capturing both upward and downward momentum through disciplined, machine learning–driven stock selection.
A daily futures strategy across 12 global markets — machine learning signals combined with dynamic market regime classification and zero overnight exposure.
Grounded in academic finance — momentum, factor theory, and regime analysis — combined with modern machine learning techniques and strict out-of-sample validation.
Live Strategy
Get in touch
Based in Zürich, open to consulting mandates in quantitative finance, algorithmic trading, and risk management across European markets.
roberto@example.com