Nov
29
Ex-JPMorgan Traders Start Singapore Currency Options Quant Fund
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Ogaki and Loh to start with $75 million in seed capital
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Model tests returned annualized 12.7% gain over past decade
Two former JPMorgan Chase & Co. foreign-exchange option traders will start a quantitative hedge fund in January, using artificial intelligence to trade currency options.
Atsuo Ogaki and Damien Loh have established Ensemble Capital Pte Ltd. in Singapore with capital $75 million from high-net worth investors, family offices and institutional investors, Ogaki, who has taken the chief executive officer role, said in an interview…
Ex-JPMorgan Traders Start Singapore Currency Options Quant Fund