Andreas Thomann holds a PhD in Finance and a MSc in Business and Economics with a major in Finance. As an investment strategist and portfolio manager for a family office, he is responsible for the entire investment offering. Prior to this, he worked for an asset manager where he developed multi-asset algorithmic trading strategies for institutional clients and family offices. He gained additional professional experience working for one large consulting company, a bulge bracket bank, and a private equity investor. His main interests are quantitative finance, asset allocation, hedge fund and trading strategies, programming and data science
This paper challenges widely applied trading indicators with regard to their ability to generate a robust performance.
This paper offers two composite bond market factor investment strategies each for the Swiss bond market and for the global sovereign bond market.