Photios Harmantzis, Ph.D., developed a passion for investing, mathematics, computer science and geopolitics from an early age, while growing up in Greece. After he completed his inter-disciplinary graduate studies in the US and Canada, and a brief tenure in academia, he began his career in ...
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Photios Harmantzis, Ph.D., developed a passion for investing, mathematics, computer science and geopolitics from an early age, while growing up in Greece. After he completed his inter-disciplinary graduate studies in the US and Canada, and a brief tenure in academia, he began his career in quantitative hedge funds in the early 2000s.
For almost 20 years in the hedge fund and trading business, he has demonstrated ability in delivering alpha consistently, by researching, developing and trading systematic strategies in Macro and Global Equities. He has been allocated capital by multi-billion dollar hedge funds such as WorldQuant (Macro Asset Class expert PM) and FX Concepts (one of the oldest and largest currency managers in the world); he has held senior trading positions at major Wall Street proprietary trading desks e.g. BoA’s FICC desk and Credit Suisse’s Equity market-making desk.
A Finance practitioner/empiricist by nature, his disciplined investment approach uses a wide range of well-tested scientific methods and a diverse set of data sources, applying Data Science to finance research. He emphasizes robust back-testing to avoid fitting while focusing on prediction, portfolio construction and risk management. His investment approach and experience spans equities and ETFs, futures/currencies, rates, and commodities, as well as various time horizons, focusing on long term high-capacity offerings. He also managed global teams of quants responsible for researching signals across a variety of hedge fund strategies.
In addition to US firms, he has international experience working in Canada, Israel, and Austria. He has published numerous peer-reviewed research papers and been an invited speaker at several conferences. Besides financial markets, he has interests in real estate and art. He lives in Greenwich, Connecticut with his wife and two children.
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