Profile
Dr. Felix Dietrich is a Quantitative Research Analyst at QCAM Currency Asset Management AG.
He has been augmenting the currency team since September 2018.
His areas of responsibility are quantitative analysis, factor strategies, and programming.
He has a degree in economics from the London School of Economics and a degree in arts from the University of St. Gallen.
He completed his Ph.D.
in systematic currency strategies.
Felix Dietrich active positions
| Companies | Position | Start |
|---|---|---|
QCAM Currency Asset Management AG
QCAM Currency Asset Management AG Investment ManagersFinance QCAM aims to generate returns through 4 different volatility sub-strategies: Relative & Absolute Value, Time Decay, Carry, and Directional. The Relative Value strategy seeks to exploit volatility inefficiencies within the volatility surface of one currency pair and/or volatility inefficiencies between the volatility surface of two currency pairs. The Time Decay strategy aims to generate a positive return in calm market environments. The Carry strategy seeks to generate positive returns from interest rate differentials of two currencies. The Directional strategy aims to generate positive returns not only from higher volatility but also from a moving spot price in the underlying currency pair. Investments are mainly done in highly liquid major currencies, completed by opportunity trades in emerging currencies. | Analyst-Equity | 01/09/2018 |
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Linked companies
| Private companies | 1 |
|---|---|
QCAM Currency Asset Management AG
QCAM Currency Asset Management AG Investment ManagersFinance QCAM aims to generate returns through 4 different volatility sub-strategies: Relative & Absolute Value, Time Decay, Carry, and Directional. The Relative Value strategy seeks to exploit volatility inefficiencies within the volatility surface of one currency pair and/or volatility inefficiencies between the volatility surface of two currency pairs. The Time Decay strategy aims to generate a positive return in calm market environments. The Carry strategy seeks to generate positive returns from interest rate differentials of two currencies. The Directional strategy aims to generate positive returns not only from higher volatility but also from a moving spot price in the underlying currency pair. Investments are mainly done in highly liquid major currencies, completed by opportunity trades in emerging currencies. | Finance |
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