Evert B. Vrugt evert vrugt contact evert vrugt
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Quantitative Investment Professional with 10+ years of experience, both in research and trading. Currently responsible for setting up and managing the quantitative investment strategies for a start-up hedge fund in Singapore. Past experience includes building the Systematic Global Macro Strategies group at APG Asset Management in Amsterdam, The Netherlands.

I am an active academic researcher, with a research affiliation with the VU University Amsterdam (postgraduate Investment Management program). My papers have been presented at the American Economic Association (AEA 2010) meeting, the American Finance Association (AFA 2012) meeting, and NBER Summer Institute (2012) meeting. My most recent work has been published in Journal of Financial Economics and Journal of International Money and Finance.

See my Research Papers and Publications or read my Background.

Most recent research

Equity Yields
Journal of Financial Economics 110,
p. 503 - 519
(with Jules H. van Binsbergen, Wouter H. Hueskes and Ralph S.J. Koijen)

(with Ralph S.J. Koijen, Tobias J. Moskowitz and Lasse H. Pedersen)
November 2013

Expertise: Quant Trading and Research, Trend-Following, CTA, Statistical Arbitrage, Value, Momentum, Carry.

resarch papers evert vrugt