Dr Daniele Lamponi

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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

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.

GAM Systematic

15 min read

ARP: there is no such thing as generic algorithms
3 December 2019

Alternative Risk Premia strategies are based on a system of clearly defined rules, but there is less commonality in how these are applied than investors often recognise. GAM Systematic’s Dr Daniele Lamponi and Dr Anke Schorr explain that model dispersion arises because of decisions taken during all phases of developing a systematic harvesting algorithm. They illustrate why a combination of carefully considered investment rationales and extensive experience are ultimately key drivers in developing systematic investment strategies.

My Videos

Quarterly Manager Videos

3:22 min watch

Systematic Alternative Risk Premia – Daniele Lamponi
09 May 2022

Daniele Lamponi outlines what alternative risk premia can offer in a challenging environment for traditional beta portfolios and the benefits of diversification.

Quarterly Manager Videos

3:23 min watch

Systematic Alternative Risk Premia - Daniele Lamponi
18 October 2021

Dr Daniele Lamponi stresses the importance to investors of the future path of interest rates and believes traditional beta portfolios could be challenged over the next quarter.