Quantigic Solutions LLC
Zura Kakushadze received his Ph.D. in theoretical physics from Cornell University, was a Postdoctoral Fellow at Harvard University, and an Assistant Professor at the C.N. Yang Institute for Theoretical Physics at Stony Brook. Dr. Kakushadze received the Alfred P. Sloan Fellowship in 2001. After expanding into quantitative finance, he was a Director at RBC Capital Markets, Managing Director at WorldQuant, Executive Vice President and substantial shareholder at Revere Data, Adjunct Professor at UConn, and currently is the President and co-owner of Quantigic® Solutions and a Full Professor at Free University of Tbilisi. He has 115+ publications in physics, finance, etc.
This paper analyzes empirical data for 4000 real-life trading portfolios with holding periods of about 0.7-19 trading days.