Former Quantitative Strategies Head, Pictet
Edgar is currently CIO of a hedge fund at a well known alternative asset manager, and is the former chief quantitative strategist and head of quantitative strategy at Pictet in Geneva, with a track record on quantitative mandates and funds he developed from 2008 to 2017. He built a team of PhDs in mathematics and physics to combine science and global macro investing in managing these mandates and funds.
Before that he combined macro data and machine learning, starting in 1995, at Pictet Asset Management in London, where he was in charge of an IT team that developed the asset allocation system between fixed income and equities plus forex using all available macro data for all investable countries. He also ran all Japanese large capitalisation portfolios and a group of institutional client portfolios. Following this, he developed a battery of leading indicators giving signals for global financial markets based on machine learning, working with Professor Jean-Pierre Béguelin, former head of research of the Swiss National Bank, at the time chief economist of Pictet.
Using these signals, he has a media track of detecting significant events like the 2000 Dot-com bubble crash, the bull market beginning in March 2003 and the recession beginning in 2007/2008.
His interest in combining macro and science started at university where he studied economics and finance in the HEC School of the University of Lausanne, followed courses of physics and mathematics at the Swiss Federal Institute of Technology, was mentored in mathematics by number theorist Serge Lang, and created a website top ranked by Google for unsolved problems in mathematics and physics.