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.
4 July 2019Beyond the rear-view mirror
In recent years, market behaviour has often deviated from historic norms. GAM Systematic’s Dr Daniele Lamponi outlines why it is important for quantitative investment professionals to continuously monitor and review their investment models to adapt them to changing market conditions. To illustrate this point, he considers the case of trend models in the bond market.
20 March 2019Alternative Risk Premia: A focus on the equity value premium
The universe of Alternative Risk Premia (ARP) strategies is not nearly as generic as the concept would imply according to GAM Systematic’s Daniele Lamponi. He suggests that challenging existing models, as well as evaluating new opportunities and smarter implementation, has proved a differentiator in the ARP space across different timeframes.