Mikhail Samonov is the Founder of Two Centuries Investments, a Quantitative Asset Management firm in Princeton, New Jersey (www.twocenturies.com). Mikhail has been a quantitative portfolio manager for over 15 years. His prior roles included managing more than $5 billion in quantitative equities for PineBridge Investments, including $1 billion in a Socially Responsible strategy, running an alternative data company OctoQuant, and managing $1+billion in multi-asset and alternative factor strategies for Forefront Analytics. Mikhail is a published author and a frequent speaker on the topics of factor investing, asset allocation, quantitative innovation and responsible investing. His work has been quoted by many leading media organizations, academics and book authors. Mikhail is a creative thinker and an educator frequently involved in helping investors and asset managers transform, innovate and grow. Mikhail is an honors graduate of Brown University with a Bachelor of Science in Applied Mathematics and Economics, and holds an MBA degree from the Wharton Business School at the University of Pennsylvania. Mikhail is a CFA Charterholder.
Seven Centuries of Commodity Reversals Adam Zaremba, Robert Bianchi, and Matuesz MikutowskiA version of this paper can be found here. What are the research questions? As [...]
