Ludger Hentschel's website describes his research and professional work in systematic investment strategies. See sector focus and contact routes.
Ludger Hentschel's website describes his research and professional work in systematic investment strategies and quantitative modeling, including selected publications and archived research code. His work focuses on the design and management of systematic and statistical arbitrage strategies based on relative pricing models at short- to medium-term trading horizons. He develops advanced machine learning models trained on large-scale alternative and traditional datasets to estimate fair values, generate predictive alpha signals, and identify cross-asset inconsistencies. He is a player/coach for research teams building scalable systematic strategies for institutional investors across equities, futures/macro, event-driven, and multi-strategy portfolios.
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