With core competencies in quantitative methods, portfolio construction and programming, members of the LAB focus on research across asset classes globally. The aim is to develop systematic, non-subjective models that exploit repeating tendencies in investor behaviour, irrational choice making, greed and fear.

Analytical observations and tested assumptions are converted into full scale investment models, which are stress tested using in and out-of-sample data sets, as well as nonlinear stochastic modelling. The specific function of the LAB is to act as an engineer of innovative solutions suitable for replication.

The philosophy of the members is to embrace active premium, sound risk management principles, superior portfolio economics, liquidity and transparency.
Management and Corporate Governance

Dr. Steven Bates, Partner

Dr. Steven Bates
  • 20 years of experience within asset management plus 10 years physics research at CERN and in the UK
  • Held senior positions in investment management at UBS and trading and risk management at Merrill Lynch
  • Former owner at Swissrisk Financial Systems which specialises in portfolio optimisation and risk management
  • Expertise in mathematical modelling, risk management and financial solution structuring
  • Holds a Ph.D. in high energy particle physics from the University of Cambridge, UK

Jan-Erik M. Skoglund, Managing Director & Founder

Jan-Erik M. Skoglund
  • 21 years of investment experience within asset management and the fund of hedge fund industry
  • Founded QLAB Invest as a research activity focussing on advanced systematic portfolio construction techniques
  • Previous roles include, CIO of Hamilton Lunn (FO), adviser at Gems Advisors (FOHF), founder/CIO of J&S Asset Management
  • Specialist in systematic application of investment models, fluent in statistical methods and mathematical processes - paying specific attention to behavioural finance
  • Holder of CAIA, IMC. Studied MSc in Applied Statistics at Sheffield University, UK

Bart Nagorka, CTO & Founder

Bartlomiej Nagorka
  • 16 years of experience of data management at Reuters and LCF Rothschild Asset Management Ltd
  • Expertise in large scale quantitative data analysis, neural networks programming, statistical model testing and applications
  • Founder of Grad communications serving companies within the asset management industry
  • Holds a Degree in Electronic Engineering from Warsaw Polytechnic and an HND in Computing and Mathematical Sciences from University of Greenwich

Dr. Rainer A. Rueppel, Partner & Chairman

Dr. Rainer A. Rueppel
  • Successful academic career in computer science and applied mathematics publishing several books and research papers
  • Founder of Security Engineering AG, a leading supplier of security solutions for the Swiss banking industry
  • Last 15 years as business angel in the venture capital community and investment manager in the hedge fund space
  • Holds a Ph.D. from the Swiss Federal Institute of Technology and was Assistant Professor at the University of California, San Diego

Dr. Marcel Rohner, Partner & Member of the Board

Dr. Marcel Rohner
  • Long and successful financial career at the most senior levels, most notably Group CEO of UBS
  • Board member of Union Bancaire Privée, Warteck Invest, Neue Helvetische Bank and several private industrial companies
  • Founder and owner of Löwenfeld Beteiligungen with a focus on private equity transactions
  • Member of the Advisory Board of the Economic Department of the University of Zurich
  • Holds a Ph.D. in Economics with a focus on Econometrics from the University of Zurich

Daniel Aegerter, Partner

Daniel Aegerter
  • Chairman and Founder of Armada Investment AG, established as his family office organization after the successful merger of his B2B software company TRADEX Technologies to Ariba for 5.6 billion dollars in March of 2000
  • With a passion for entrepreneurial activities he brings unique business experience as both an investor and an entrepreneur
  • A partner involved in building and growing numerous innovative companies including Nutmeg, Oanda and Alegra Capital
  • He is also a proactive initiator of several social investment projects and an active member of the World Economic Forum

John Bennett, Partner

John Bennett
  • 18 years experience within alternative investment & hedge fund sector
  • 15 years experience advising UHNW investors
  • Held senior sales positions at Man & UBS
  • Expertise in systematic, rules based strategies and application within general risk spectrum
  • Successfully brought to market a number of systematic based solutions for institutional and UHNW investors

Close disclaimer

DISCLAIMER: This document does not constitute an offer, a solicitation, an advice or a recommendation to purchase or sell any investment products associated with the material described herein. The purpose of this document is to describe the principles, research and ideas behind the QLAB Invest strategy indices. Prior to an investment in any product tracking a strategy index, you should make your own appraisal of the investment risks as well as from a legal, tax and accounting perspective, without relying exclusively on the information provided by QLAB Invest. Investment products tracking the indices must be issued or/and marketed by a regulated company. This document is strictly for informative purpose. The single source of the underlying asset data is Thomson Reuters Datastream and QLAB Invest cannot guarantee the correctness of the underlying asset data and cannot be held legally responsible in this regard. Any references made to historical performance up to the official live inception do not reflect actual live performance and can be subject to selection, curve fitting and other statistical biases. Performance in investment products linked to the indices may be reduced by the effect of commissions, fees or other charges in excess of those already factored into the index calculations. The level of the indices will fluctuate due to the volatility of the underlying exposures and past performance or volatility is not necessarily indicative of future results.