Insights
Below you will find a selection of my research contributions, commentary pieces, conference speeches, and media coverage.
Same Sharpe, Different Beliefs: What Your Quant Manager's Optimizer Is Hiding
The Specification
MIT and Princeton research shows two managers with identical Sharpe ratios can hold opposite beliefs about how markets process information. The difference is invisible to standard due diligence — and it lives in the optimizer, not the variables.
Read71% of Active Management Is Pattern. Here's What the Other 29% Requires.
The Specification
New research from Harvard, ADIA Lab, and others reveals that a simple AI model can predict 71% of active fund manager trades in advance. The managers worth finding are the ones a neural net cannot explain — and their edge depends on simulation infrastructure that almost no one has built.
ReadVotre gérant utilise l'IA. Vraiment?
Market.ch
Three questions that reveal whether a quant manager truly understands their AI or is riding the wave of AI washing. No engineering background required — just the right questions at the right moment.
ReadThe Question That Exposes Weak Quant Models
CFA Institute Enterprising Investor
Why specification error — not overfitting — may be the largest undiagnosed risk in systematic strategy evaluation. One question about variable inclusion and exclusion reveals whether a quant model is built on economic reasoning or statistical accident.
ReadThe SPEC Test: Four Questions That Reveal Whether a Quant Model Is Built on Evidence or Accident
A structured framework for testing whether the structure of a quantitative model is sound, not just whether its outputs have looked good historically.
ReadAI as the Linchpin for Modern Asset Allocation
Beyond[Profit] Forum, Saudi Arabia
How artificial intelligence is reshaping portfolio management and asset allocation decisions for institutional investors. Presented at the Beyond[Profit] Forum in Riyadh.
ReadSwiss Investors Should Pay Attention to the AI Compliance Technology Market
Bilan
Interview on AI regulation in Europe, the role of institutional investors in shaping AI policy, and why Swiss investors should pay attention to the AI compliance technology market.
ReadThe EU AI Act and Institutional Investors: What You Need to Know
Allnews
How the EU AI Act's risk classification framework affects institutional portfolios, from compliance costs to new investment opportunities in AI governance technology.
ReadRepresenting Institutional Investors at the OECD Digital Trust Convention
OECD
Represented the perspectives of institutional investors on AI governance and digital trust at the OECD Digital Trust Convention, alongside UNESCO, IEEE, and Atlantic Council.
ReadExplainable AI for Institutional Finance
Digital Finance MSCA Training Week
Why explainability is becoming a competitive requirement in institutional investing: the trade-off between model accuracy and interpretability, and what it means for allocators evaluating AI-driven strategies.
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