Evert B. Vrugt evert vrugt contact evert vrugt
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Background

I hold a Ph.D. degree in Financial Econometrics, a MSc. degree in Financial Economics, BFS (cum laude, top 1%) and am a CFA charter holder.

Originally from The Netherlands, I currently reside in Singapore, where I am a Senior Quant Trader for a start-up hedge fund. Trading strategies are systematic and driven by proprietary research insights. I employ insights from financial economics and statistical methods to discover trading opportunities in all major asset classes at various frequencies.

I still publish regularly, and my current research interests include: value-momentum-carry, options & volatility, dividend derivatives, and the link between financial markets and the macroeconomy.



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

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