About us
What is Quantamental?
Chief Investment Officer
What is Quantamental?
Quantamental Capital generates consistent, uncorrelated, risk-adjusted returns by developing and deploying Mr. Spitzer's trading strategies across Cash Equities, Equity Futures / Indices, Fixed Income, Commodities, and Currencies.
For many people, quantamental is often associated with:
- Long-term holding periods
Quantamental Capital generates consistent, uncorrelated, risk-adjusted returns by developing and deploying Mr. Spitzer's trading strategies across Cash Equities, Equity Futures / 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.
Flagship Strategies
Chief Investment Officer
What is Quantamental?
Flagship Strategies
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, cash- and market-neutral, with no significant exposure to relevant market factors (e.g., Barra factors).
- Quantamental Equity Long/Short – U.S.
Flagship Strategies
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, 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, and he capitalizes on cutting-edge developments in
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.
News
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.