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Publications

  • Natural Language Processing of Financial News (Chapter 10)

    In "Big Data and Machine Learning in Quantitative Finance", Wiley Finance · Nov 10, 2018

  • Strategic Beta in Asset Allocation (Chapter 4)

    In "Exploring the frontiers of asset management: risk parity quantitative investment" (in Chinese) · Oct 1, 2018

     

  • Managed futures strategies: Diversifiers, but no tail risk hedge

    JPMorgan Asset Management Portfolio Insights Series · Jun 1, 2018

  • Far from the Madding Crowd - Factor Investing through the Cycle

    JPMorgan Asset Management Portfolio Insights · Mar 1, 2018

  • Stacking Blocks or Mixing Paints? Modular and Integrated Approaches to Factor Portfolio Construction

    Journal of Index Investing, Spring 2018, 8 (4) 85-92 · Mar 1, 2018

     

  • Multiplying your wealth by dividing it

    JPMorgan Portfolio Insights · Nov 1, 2017

  • Less Volatile Portfolios: Strength through Simplicity

    Journal of Index Investing · Sep 1, 2017Journal of Index Investing · Sep 1, 2017

  • Building a better index with strategic beta

    Barron's · May 30, 2017

     

  • Another “Alternative” to Diversifying Your Portfolio

    Barron's · May 16, 2017

     

  • Inside the Black Box

    JPMorgan Investment Insights · Nov 1, 2016JPMorgan Investment Insights · Nov 1, 2016

  • Why the Hedge Fund Beta Revolution May Actually Be the Industry's Redemption

    Institutional Investor · Sep 16, 2016

     

  • Dimensions of Diversification

    Journal of Index Investing · Sep 1, 2016

     

  • What Smart Beta Means for Diversification

    Barron's · Aug 23, 2016

     

  • The Turn of Events: Event-Driven Investing in the Context of Alternative Beta

    JPMorgan Investment Insights · Aug 1, 2016​​

  • The Democratisation of Hedge Funds

    ETF.com · Jul 1, 2016

  • Smart Beta: Evolution Not Revolution

    JPMorgan Investment Insights · May 1, 2016

     

  • Rethinking Equity Indices

    ETF.com · Apr 1, 2016

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  • Alternative Beta: What it Is, and Why it's Important

    Institutional Investor · Aug 3, 2015

     

  • Diversification—still the only free lunch? Alternative Building Blocks For Risk Parity Portfolios

    JPMorgan Investment Insights · Oct 1, 2012

     

  • Democratization of Hedge Funds: Accessing Hedge Fund Returns in a liquid, low cost and transparent manner

    JPMorgan Investor Insights · Jul 1, 2012

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  • Low Volatility Investing

    JPMorgan Investment Insights · Apr 1, 2012

     

  • Evolutionary Reinforcement Learning in FX Order Book and Order Flow Analysis

    IEEE Computational Intelligence for Financial Engineering · Jul 1, 2003IEEE Computational Intelligence for Financial Engineering · Jul 1, 2003

     

  • Intraday FX Trading: A hybrid credit assignment evolutionary reinforcement learning approach

    Intelligent Data Engineering and Automated Learning, Lecture Notes in Computer Science 2412, pp. 347-358. Springer-Verlag. · Aug 1, 2002Intelligent Data Engineering and Automated Learning, Lecture Notes in Computer Science 2412, pp. 347-358. Springer-Verlag. · Aug 1, 2002

     

  • Computational Learning Techniques for Intraday FX Trading Using Popular Technical Indicators

    IEEE Transactions on Neural Networks · Mar 1, 2001IEEE Transactions on Neural Networks · Mar 1, 2001

     

  • Dynamic financial forecasting with automatically induced fuzzy associations

    Fuzzy Systems · May 1, 2000Fuzzy Systems · May 1, 2000

     

Awards

  • Carbon Transition Global Equity (CTB) UCITS ETFs - Hypergrowth ESG Award - European ETF Awards

    Issued by Agefi · Oct 2023

  • Best Equity Smart Beta ETF - World: JPM Global Equity Multi-Factor UCITS ETF

    Issued by MondoInvestor · Jun 2022

    • Awarded at the 8th edition of the MondoETF Awards event in Milan.

  • Best Thematic ESG Equity ETF: JPM Carbon Transition Global Equity UCITS ETF

    Issued by MondoInvestor · Jun 2022Issued by MondoInvestor · Jun 2022

     

    • ​​Awarded at the 8th edition of the MondoETF Awards event in Milan

  • Best Use of Emerging or Innovative Technology

    Issued by Banking Technology Awards 2017 · Dec 2017

     

    • Awarded for the work of Quantitative Beta Strategies with our embedded technology partners for our use of Artificial Intelligence techniques in our Event Driven and Equity Long/Short strategies.

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  • Most Cutting Edge IT Initiative

    Issued by American Financial Technology Awards · Dec 2017

     

    • Awarded for the work of Quantitative Beta Strategies with our embedded technologists for our work on Machine Learning for the identification and removal of event risk (a source of idiosyncratic risk) from our Equity Long short factor portfolios.

  • 2017 Thompson Reuters Lipper Fund Award: Diversified Risk

  • Mar 2017

     

      • Awarded for superior risk adjusted return achieved in the Diversified Risk fund

 

  • Downing College Scholar

    Issued by University of Cambridge · Oct 1999​

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    Charterhouse Scholar

    • Nominated as a Charterhouse Scholar at the University of Cambridge, Sep 1999

  • EPSRC Scholar

    Issued by Engineering and Physical Sciences Research Council · Sep 1998

    • Awarded full scholarship towards Masters degree in Artificial Intelligence

  • Hewlett Packard Award

    Issued by University of Edinburgh · May 1998

     

    • Awarded for graduating top in undergraduate degree

  • Pearson College UWC Scholar

    Issued by United World College · Jan 1992

    Full scholarship to fund final 2 years of high school. Full boarding.

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