Giuliano De Rossi | Head of European Quantitative Strategy
Macquarie Group

Giuliano De Rossi, Head of European Quantitative Strategy, Macquarie Group

Giuliano De Rossi heads the European Quantitative Research team at Macquarie based in London. He joined from PIMCO where he was an analyst in the Credit and Equity Analytics and Asset Allocation teams. Prior to this he worked for six years in the Quant research team at UBS. He has a PhD in economics from Cambridge University, and worked for three years as a college lecturer in economics at Cambridge before joining the finance industry on a full-time basis.
Giuliano’s Masters degree is from the LSE and his first degree is from Bocconi University in Milan. He has worked on a wide range of topics, including pairs trading, low volatility, the tracking error of global ETFs, cross asset strategies, downside risk and text mining. His academic research has been published in the Journal of Econometrics and the Journal of Empirical Finance.


Wealth 2.0 Day 1 - 28th November 2018 @ 14:40

How machine learning can help stock pickers

  • Equity portfolio managers with a broad remit may have missed opportunities due to shortcomings in their investment process
  • Impossibility for most institutional asset managers to scrutinise within their target universe from noise in the data used for screening and biases
  • Screening stocks and research possibilities offered by machine learning tools
  • Building on machine learning research used by e-commerce companies, creating a recommender system which identifies stocks that are likely to match a portfolio manager’s selection criteria
  • Introducing a content-based element and a collaborative element

Wealth 2.0 Day 1 - 28th November 2018 @ 15:00

The increasing role of quant in a volatile marketplace: Maths vs. emotion

  • In a politically and economically volatile context, what is the role for quant in overcoming the biases that can negatively influence investors?
  • Is it possible to take an entirely data-driven approach to remove emotions from investing?
  • Will the next generation of fund managers actually be data scientists?
last published: 27/Nov/18 11:35 GMT

back to speakers