About This Group
The Quantitative Investing Group brings together professionals seeking to incorporate cutting edge quantitative investment techniques and alternative data sets in their investing and risk processes. Members include (but are not limited to) discretionary and systematic portfolio managers, risk managers, traders and fundamental analysts, data strategists, quantitative researchers, and others. The topic covered range from quantitative alpha generation, big data as well as alternative datasets, quantamental signals i.e. the intersection of fundamental analysis and quantitative decision making, mathematical and statistical aspects of modern quantitative analysis, use of programming languages or quant tools, Natural Language Processing, machine learning for investing and risk management, theory and implementation of AI in finance and more.
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Richard V. Rothenberg is an Executive Director at Global A.I. Corporation, a Big Data and Artificial Intelligence company that provides quantitative research, data-driven signals and alternative data for Institutional clients, including Hedge Funds and Governments. Previously, Richard worked as a quantitative portfolio manager and researcher at multi-billion dollar hedge funds and global investment banks, including Deutsche Bank, Man investments and other leading institutions. Richard is a research affiliate at the Lawrence Berkeley National Laboratory – one of the world’s largest supercomputing laboratories – and an advisor at the Defense Advanced Research Projects Agency (DARPA). Richard is a member of the Task Force on data for the Sustainable Development Goals at the United Nations Conference on Trade and Development and member of the United Nations Science, Technology, and Innovation Expert Group. Richard holds a bachelor’s degree in Economics and Computational Finance from the Monterrey Institute of Technology, a Certificate of Quantitative Finance from the CQF Institute, and a Master’s in Management and Quantitative Finance from Columbia University in New York City.
Christos Koutsoyannis, PhD, is the Chief Investment Officer of Atlas Ridge Capital, an emerging quantitative hedge fund focusing on innovation in the areas of alternative data and scientific modeling. Christos is also an Adjunct Professor at NYU Courant. Christos is a senior portfolio manager with significant experience in the design and day–to–day management of very diverse quantitative long–short investment strategies, in equities and across asset classes. Prior to Atlas Ridge, Christos was a Portfolio Manager at Alliance Bernstein, a Senior Portfolio Manager at State Street Global Advisors, and the Deputy Head of Quant Research at Old Mutual Asset Managers (now Jupiter) in London. Christos sits on the Board of Directors of the Society of Quantitative Analysts (SQA) since 2013, was on the committees and Board of Directors of Inquire (UK) from 2005 – 2016, and is the Chair of Trinity in New York (Cambridge University alumni). Christos holds a B.A. Hons Economics from the University of Cambridge, UK, and a PhD in Financial Economics from Birckbeck College, University of London, UK.
