Some of the areas in which we operate, with examples of past projects our team contributed to, include:

• For a Swiss options trading company, we designed and backtested active option overlay strategies on equity portfolios, aimed at either enhancing yield or providing downside protection.

• For a Geneva-based fund of hedge funds, we quantitatively assessed the quality and persistence of its abnormal return (“alpha”), using a broad set of market benchmarks, hedge fund indices, and multi-factor risk models.

• In collaboration with a Swiss private bank, we conducted an in-depth study of alternative risk premia (ARP) investments, identifying key pitfalls and testing allocation methods to design robust portfolios.

• With a London-based asset manager, we explored the application of machine learning techniques to construct and optimize ARP-based portfolios.