Zura Kakushadze

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.

Articles by Zura Kakushadze

Original research

Statistical risk models

In this paper, the authors give complete algorithms and source code for constructing statistical risk models.

10 Feb 2017

Original research

Multifactor risk models and heterotic CAPM

The authors of this paper give a complete algorithm and source code for constructing general multifactor risk models via any combination of style factors, principal components and/or industry factors.

08 Sep 2016

Forum

Performance versus turnover: a story by 4000 alphas

This paper analyzes empirical data for 4000 real-life trading portfolios with holding periods of about 0.7-19 trading days.

07 Mar 2016

Risk management

Combining alpha streams with costs

20 Feb 2015

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