About us
What is Quantamental?
Chief Investment Officer
What is Quantamental?
Quantamental Capital generates consistent excellent uncorrelated risk-adjusted returns by developing and deploying Mr. Spitzer’s trading strategies across Cash Equities, Equity Futures / Indices, Fixed Income, Commodities, and Currencies.
The term Quantamental is a blend of the words quantitative and fundamental. It refers to an approach
Quantamental Capital generates consistent excellent uncorrelated risk-adjusted returns by developing and deploying Mr. Spitzer’s trading strategies across Cash Equities, Equity Futures / Indices, Fixed Income, Commodities, and Currencies.
The term Quantamental is a blend of the words quantitative and fundamental. It refers to an approach that combines data-driven quantitative models with traditional fundamental analysis. Since Mr. Spitzer’s systematic trading strategies integrate both of these methodologies, the business and its strategies are branded under the name Quantamental.
The origins of Quantamental Capital date back to 2003, when Siegfried Spitzer began deploying his proprietary systematic trading strategies at leading financial institutions such as Millennium Management (Millennium Capital Partners), UBS, and Credit Suisse.
Flagship Strategies
Chief Investment Officer
What is Quantamental?
Mr. Spitzer’s systematic Quantamental Strategies
(Mid- and low-frequency; designed to deliver strong risk-adjusted returns):
- Quantamental Equity Alpha – U.S. cash-equity strategy that is cash- and market-neutral, with no significant exposure to relevant market factors (e.g., Barra factors).
- Quantamental Equity Long/Short – U.S. cash-equit
Mr. Spitzer’s systematic Quantamental Strategies
(Mid- and low-frequency; designed to deliver strong risk-adjusted returns):
- Quantamental Equity Alpha – U.S. cash-equity strategy that is cash- and market-neutral, with no significant exposure to relevant market factors (e.g., Barra factors).
- Quantamental Equity Long/Short – U.S. cash-equity long/short strategy.
- Quantamental Macro – Macro strategy implemented through liquid futures.
- UltraQuant – Additional systematic trading strategies across Cash Equities, Equity Futures / Indices, Fixed Income, Commodities, and Currencies.
Chief Investment Officer
Chief Investment Officer
Chief Investment Officer
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.
Mr. Spitzer capitalizes on cutting-edge developmen
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.
Mr. Spitzer capitalizes on cutting-edge developments in trading, mathematics, software engineering, and information technology.
Mr. Spitzer is the CEO and CIO of Quantamental Capital. His Quantamental Strategies have been deployed across managed accounts, proprietary trading setups, and within various employers and institutions, including those referenced below.
Mr. Spitzer has held Portfolio Manager roles since 2003 at leading firms such as Millennium Management (Millennium Capital Partners), UBS, Credit Suisse, Epoch Capital, and Lombard Odier. At these employers, he developed, implemented, and deployed his proprietary trading strategies to manage assets. His operations within these organizations functioned as a distinct business unit with a dedicated P&L, under Mr. Spitzer's leadership.
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 as the first-ranked student with Highest Honors in Business and Computer Science from the University of Applied Sciences Konstanz.
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Contents
Quantamental Equity Alpha
- a cash and market-neutral U.S. cash equities strategy. Want to explore Quantamental Equity Alpha? Reach out to request access to our materials.
Quantamental Equity Long/Short
- a U.S. long/short equity strategy. Want to explore Quantamental Equity Long/Short? Reach out to request access to our materials.
Quantamental Macro
- a liquid futures strategy. Want to explore Quantamental Macro? Reach out to request access to our materials.
UltraQuant
- various Mr. Spitzer’s trading strategies across Cash Equities, Equity Futures / Indices, Fixed Income, Commodities, and Currencies.