Marco Bianchi, PhD

30+ years in quantitative research and risk management across institutional environments, including roles at Barclays Capital, Citi, and the Bank of England.

Former co-manager of a 250M USD long/short European equities fund and recipient of Eurohedge recognition for systematic strategies.

Current focus ranges from low-frequency capital protection advisory — anchored on a handful of turning-point dates per year — to high-frequency, fully automated pure quant pod-type strategies that act on several signals each week.