Andrea has worked as a Quant Portfolio Manager and Researcher for over 20 years. He started his career in Frankfurt where he worked as quant researchers and PM for Commerzbank and Deka Investment and then moved to London to lead the quant offering at Sarasin. Andrea has recently joined Black Alpha Capital, a London based hedge fund. Andrea’s research interests include the application of machine learning models to financial time series. Currently Andrea and his team pursue several research projects on market anomalies and mid-frequency trading signals for global macro portfolios.
Andrea graduated in Economics and spent a year at the Department of Mathematics in the University of Venice.
NEW DIRECTIONS AND FINDING NEW ALPHA IN LOW FREQUENCY SYSTEMATIC TRADING
Machine learning tools have started to be widely accepted within the investor base. On one hand this allows quant researchers to explore newer input-output relationships that human eyes struggle to identify but on the other hand when these tools are not properly used, they can introduce new risks which can cause undesired outcomes.