About us

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Quantamental Capital seeks to generate consistent, uncorrelated, risk-adjusted returns by developing and deploying Siegfried Spitzer’s trading strategies (Quantamental Strategies) across cash equities, equity futures and indices, fixed income, commodities, and currencies. 

For many people, quantamental is often associated with:

• Long-term holding periods
• Discretionary stock selection
• Fundamentally driven investors applying quantitative tools as a secondary overlay

We respectfully disagree. For us, quantamental simply means the systematic combination of quantitative methods with fundamental data inputs – independent of:

• Time horizon
• Holding period
• Degree of automation

There is no reason the term should be reserved exclusively for discretionary, long-term investors. In our framework, quantamental refers to the systematic integration of fundamental data within a fully quantitative trading process. In our Quantamental Equity Alpha strategy, this is applied by:

• Systematically incorporating fundamental data to construct diversified long and short exposures across equities
• Explicitly controlling market and factor exposures to maintain market neutrality (e.g., Barra-style multi-factor risk models)
• Deploying fully automated, short-horizon strategies, with holding periods ranging from intraday to multiple trading days

Quantamental Equity Alpha demonstrates that a strategy can be fully automated, operate over short-term or intraday horizons, and still remain fundamentally informed.

Mr. Spitzer's systematic Quantamental Strategies (mid- and low-frequency; designed to deliver strong risk-adjusted returns):

• Quantamental Equity Alpha – a U.S. cash-equity strategy designed to be cash- and market-neutral, with no significant exposure to relevant market factors (e.g., Barra factors).

• Quantamental Equity Long/Short – a U.S. cash-equity long/short strategy.

• Quantamental Macro – a macro strategy designed to trade liquid futures across asset classes.

• UltraQuant – Additional systematic trading strategies. 

Mr. Siegfried Spitzer has been researching, developing, implementing, and managing systematic trading strategies since 2001. His approach incorporates fundamental, technical, and statistical analyses, as well as pattern recognition and advanced portfolio and risk management methodologies, and he capitalizes on cutting-edge developments in trading, mathematics, software engineering, and information technology.

As CEO and CIO of Quantamental Capital, Mr. Spitzer has deployed his Quantamental Strategies across managed accounts, proprietary trading setups, and within various employers and institutions. The origins of Quantamental Capital date back to 2003, when he began deploying his proprietary systematic trading strategies at leading financial institutions. Since then, he has held Portfolio Manager roles at firms including Millennium Management (Millennium Capital Partners), UBS, Credit Suisse, Epoch Capital, and Lombard Odier – at each operating as a distinct business unit with a dedicated P&L.

Mr. Spitzer holds an MBA with Highest Honors from Columbia Business School, Columbia University in New York, where he specialized in Systematic Trading Strategies, Equities, and Investing. He also graduated first in his class, with Highest Honors, in Business Informatics and Computer Science from the University of Applied Sciences Konstanz.