Robin Mourembles joined the Quantitative Research team as senior advisor. He is a portfolio manager and trader for HPWMG in Switzerland where he is responsible for systematic investment strategies. He has extensive experience in developing and managing trading strategies based on quantitative research. Robin Mourembles holds a Master’s Degree from Institut Supérieur de l’Aéronautique et de l’Espace and a Master's degree from ESCP Europe.
Samir El Abbouni
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.
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.
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.