about Louis
Louis has over 18 years of industry experience, most recently at OMAM where he developed a US market neutral strategy that delivered out of sample simulated annual returns of 13.8% with an information ratio of 1.47 from 2007 to June 2009. Under his tenure at Citigroup Asset Management, his fund achieved an information ratio of 2.38 placed the fund 9th best out of 436 funds in the US Large Cap core space, according to InvestorForce.

Prior to that he was a research quant at PanAgora Asset Management where he developed alpha models for global equities and risk models for equities, bonds and FX. He was also a co-manager of the currency strategy with over 1 billion in assets. He is a mathematician trained at Brown and MIT.

His current research interests include the dynamics of returns across countries, industries and asset classes, and optimal forecast selection methods.

At present, he is incubating strategy ideas, and collaborating on research papers from London.