This week, we’re adding another stamp to our Derivative passport and traveling to Zurich, Switzerland, as we talk to the Head of Systematic Solutions and Portfolio Construction at Sygnum Bank’s Asset Management, Artur Sepp @ArturSepp — who specializes in crypto-assets and decentralized finance. Artur has led quantitative research at systematic trend-following hedge fund Quantica Capital, focusing on data-driven investment strategies and asset allocation in global managed futures.
In this episode, we dig into his background to discover what it’s like being a quant (not as much like TNG character Data as Jeff would like…) and discuss; coding, mathematical modeling, and why statistics matter (testing simple, yet complicated models), the framework of trend following (be sure to download our trend-following guide here), pros and cons of risk premia strategies, quants trying to figure out the short data sets in Crypto and more! Plus, find out where Artur would invest 1K, 1 MM, and 100MM in Crypto.
From the Episode:
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