Dr Daniele Lamponi

Dr Daniele Lamponi - Investment Manager, GAM Systematic Alternative Risk Premia


Dr Daniele Lamponi is an Investment Manager in the GAM Systematic Alternative Risk Premia team, responsible for researching and implementing risk premia strategies.

Prior to joining GAM Investments in July 2018, he worked as a quantitative investment specialist for PG3 and a lecturer in statistics at the Geneva School of Business Administration, an investment manager at Unigestion and as a quantitative portfolio manager at Banque Cantonale Vaudoise. Before that, he worked alongside Dr. Lars Jaeger as a member of the Alternative Risk Premia Team at Partners Group. His research focus has been on quantitative equity on option as well as general momentum models. Daniele Lamponi holds a doctorate degree in mathematics from the Swiss Federal Institute of Technology, Zurich and a degree in physics from the University of Bologna. He is based in Zurich.

Dr Daniele Lamponi

My Insights

Investment Opinions

2 min read

Alternative risk premia: a diversifier for alternative paradigms
22 November 2022

Dr Daniele Lamponi and Dr Lars Jaeger of GAM Systematic ARP remind us that negative correlation between equities and bonds is a relatively new phenomenon. They contend that in periods of higher inflation stocks and bonds might both suffer and benefit in tandem, and therefore diversifying into alternative assets could lead to more resilient and robust portfolios.

GAM Systematic

12 min read

Crowding and changing dynamics in commodity markets
21 April 2022

In the last decade, the commodity futures market has assumed increased dominance in the finance industry. GAM Investments’ Dr Daniele Lamponi and Dr Lars Jaeger explore how alternative risk premia algorithms can adapt to the financialisation of commodity markets.

GAM Systematic

10 min read

A Lamarckian evolution framework of ARP
22 January 2021

GAM Systematic’s Dr Daniele Lamponi and Dr Lars Jaeger highlight the importance of alternative risk premia (ARP) models evolving over time and adapting to changing conditions.

GAM Systematic

10 min read

Titanomachia aka the battle of momentum models: In the end it’s all about exposures
29 October 2020

GAM Systematic’s Dr Daniele Lamponi says experience and attention to detail in understanding risk and performance drivers are crucial in harvesting alternative risk premia, and models must adapt to changing market conditions.