In A Nutshell
» OUR PROFESSIONAL SERVICES
Development and licensing of investment solutions
Entire strategies or quantitative overlays for fund managers
Bespoke target allocations and completeness portfolios for financial advisors
Active indices for ETF sponsors
Proprietary data and investment indicators
Advice / consulting on quantitative strategies
» OUR APPROACH
We focus on risk and currently use two main asset allocation approaches:
Diversified risk parity (DRP), which is a dynamic, wholly quantitative approach, focused on covering evenly the spectrum of risk premia in the chosen investment universe
Security selection and allocations (long-only, short-only, long-short) based on our proprietary quantitative scores
» FOUNDER PROFILE
Jean
Romestain, CFA – Founder and CEO
Investment
Management Experience
- I started EVENSTAKES in 2015 in
order to build longer-term systematic asset allocations. I find that
understanding the big picture as well as the technical nitty-gritty is
essential for good quant investing (I created the machine learning and
stochastic optimization algorithms that EVENSTAKES strategies are based
on).
- Developed and traded daily from 2011 to 2014 a
fully-automated statistical arbitrage system for US equities (mostly
small caps).
- Started work (a long while ago) in equity
derivatives / structured products at BNP Arbitrage (Paris), as well as
ECM work at Morgan Stanley (London) in the heyday of dotcom IPOs
Other Work Experience
Senior M&A advisor
within large corporates such as Vodafone (London) and Bombardier
(Berlin)
Education
- BSc in Applied Mathematics from
University Paris 6
- MSc in Finance (“Grande Ecole”) from HEC Paris