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Robin Mourembles

Quantitativer Analyst

Im Februar 2016 trat Robin Mourembles in das quantitative Research and Trading Team bei Finvex ein. Vor seinem Eintritt war er Portfoliomanager und Trader in einer schweizerischen Hedgefondsgesellschaft, wo er für systematische Anlagestrategien verantwortlich war. Er verfügt über umfangreiche Erfahrung in der Entwicklung und Verwaltung von Handelsstrategien auf der Grundlage quantitativer Forschung. Robin Mourembles hat einen Master-Abschluss am Institut Supérieur de l'Aéronautique et de l'Espace und einen Master of Science-Abschluss von ESCP Europe.

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Samir El Abbouni

Quantitative Researcher

Samir El Abbouni joined Finvex Quantitative Research team as a quantitative researcher. He conducts research and performs back tests on equity and bond risk premia with a focus on low risk anomaly, value, quality and momentum. In addition, Samir works on the optimization and the rebalancing of all Finvex indices likewise developing a variety of cross asset strategies for clients. Samir holds a master degree in financial markets from Université Paris 1 Panthéon-Sorbonne.

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Kris Boudt

Research

Kris Boudt is associate professor of finance and econometrics at Vrije Universiteit Brussel and Amsterdam, and a lecturer at Datacamp.

Kris Boudt holds a PhD in Applied Economics from KU Leuven. He is an expert in portfolio analysis and has contributed to the development of several smart beta equity indices. He has published his research in the Journal of Portfolio Management, Journal of Econometrics and the Review of Finance, among others. He has a passion for developing financial econometrics tools in R.

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Andres Algaba

Research

Andres Algaba is Ph.D. Research Fellow at Vrije Universiteit Brussel (V.U.B) and Finvex. His research focuses on financial risk management, portfolio optimization and sentometrics. He has several publications on fundamental valuation, time-varying parameters and hedging. He holds a MSc in Business Sciences (Finance) from KU Leuven in Belgium.