Massimiliano Todaro

Massimiliano Todaro Email and Phone Number

Founder at Macroasset Investment Research @ Macroasset
Massimiliano Todaro's Location
Genoa, Liguria, Italy, Italy
Massimiliano Todaro's Contact Details

Massimiliano Todaro personal email

About Massimiliano Todaro

I am a dedicated professional in the field of quantitative finance. My journey in the financial sector has been marked by a deep commitment to research, investment analysis, and the crafting of global asset allocation strategies. My focus has consistently been on systematic investments and the design of cross-asset portfolios.Throughout my career, I have acquired expertise in creating and optimizing both strategic and tactical investment solutions. I've seamlessly integrated discretionary know-how into management processes and have leveraged explainable AI and Machine Learning to enhance investment strategies.My professional journey has provided opportunities to collaborate with management teams in Hedge Funds, Alternative Funds, and UCITS Funds. My approach is anchored in rigorous analysis, disciplined risk management, and a deep understanding of process dynamics. My primary goal is to support advisory and management teams in achieving their investment objectives.Areas of Proficiency:Quantitative Analysis & Investment ResearchGlobal Macro Insights & Multi-asset AllocationQuantitative Strategies & Tactical Asset AllocationRisk Management & Portfolio OptimisationApplication of Explainable AI & Machine LearningAs an entrepreneur and consultant, I extend my expertise to investment professionals and institutional firms, guiding them towards informed and strategic decision-making.

Massimiliano Todaro's Current Company Details
Macroasset

Macroasset

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Founder at Macroasset Investment Research
Massimiliano Todaro Work Experience Details
  • Macroasset
    Founder
    Macroasset Jun 2023 - Present
    Genoa, Liguria, Italy
    ▪ Investment Strategy Development: development and implementation of investment strategies, integrating global macro analysis with advanced quantitative methods and machine-learning driven solutions.▪ End-to-End Investment Process: management of every phase of the investment process, from in-depth asset class analysis to portfolio design, emphasizing both active and passive investment funds.▪ Macro Insights & Asset Allocation: deep dive into macroeconomic dynamics to identify global market investment opportunities, crafting multi-asset portfolios by combining qualitative and quantitative approaches.▪ Personalized Analysis, Monitoring, and Training: conducting detailed evaluations of Funds and ETFs, continuous monitoring of investment strategies, offering market competitiveness insights, and providing tailored training and consultancy to ensure clients achieve their investment goals.
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  • Anylogix
    Partner
    Anylogix Sep 2019 - Aug 2023
    Milan Area, Italy
    ▪ Research and development of quantitative and machine learning decision support systems for Asset Management. ▪ Support clients developing custom quantitative frameworks at every stage of the investment process▪ Create algorithms for fund/stock selection, trend/volatility forecast, multi-factors dynamic ranks, multi-objective constrained simulation, performance and risk analytics.▪ Application of proprietary quantitative models in HedgeFunds, Alternative Investment Funds, UCITS Funds, Managed Account, Structured Products and ETFs▪ Deploy models on-cloud or on-premises
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  • Fincluster
    Co-Founder & Ceo
    Fincluster Feb 2013 - May 2016
    London, United Kingdom
    ▪ Quantitative consultancy for financial contents, administration and project development▪ Bloomberg custom plug-in development in Matlab with API, FIX protocol (EMSX)▪ Custom mathematical library development in Javascript for NodeJSResearch & projects: I developed "Ubique" a mathematical and quantitative library for Javascript and Node.js. Ubique supports vectors and matrices, providing a lot of functionalities for elementary operations, linear algebra, statistics, time series analysis and computational finance. Ubique runs both in Node.js and in the Browser (MIT license)» Github https://github.com/maxto/ubique
  • Frame Asset Management
    Senior Quantitative Analyst
    Frame Asset Management 2009 - 2012
    Ticino, Switzerland
    ▪ Asset allocation, portfolio modeling and risk management (OAD compliance). Performance and risk contribution, reporting▪ Quantitative analysis and selection for Alternative Fund Managers▪ Research in clustering methods for asset allocation and portfolio diversification (SOM, K-Means, Hierchical, ...)▪ Matlab/Java programmingResearch & projects: I created a proprietary quantitative modeling framework for asset allocation, portfolio analysis, risk analysis and reporting. Developed in Matlab with Java for database management and Office COM/ActiveX for document reporting.
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  • Prestige Funds
    Senior Quantitative Analyst
    Prestige Funds 2008 - 2009
    Italy
    ▪ Board Advisor, Research, Quantitative Investment Strategies▪ Research in portfolio allocations with Montecarlo simulations, multi-asset class correlation analysis and risk decomposition▪ Matlab/Java programming
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  • Newhaven Asset Management
    Senior Quantitative Trader
    Newhaven Asset Management 2005 - 2008
    Italy
    ▪ Quantitative trader, full-mechanical trading strategies developer for HedgeFunds ▪ Research in pattern recognition and non-linear data filtering to enhance the risk-adjusted return, forecast drawdown and models efficiency over time.▪ Matlab/Java programming, C++ third-parties integration, GPU parallel computation (NVIDIA)Research & projects: I developed a short-term strategy (1-5days) on US small and mid-cap stocks with long/short positions based on standard data analysis, non-linear filtering with features selections and SVM (support vector machine) ranking.
  • Metis Trade
    Quantitative Trader
    Metis Trade 2000 - 2005
    Italy
    ▪ Equity and futures trader for privately held funds and managed accounts▪ Researcher in advanced statistical learning and neural network models▪ Supporting clients developing their own Mechanical Trading Systems▪ Matlab, Java programmingResearch & projects: ▪ I used a Kohonen Self-Organizing Map (SOM) to map and cluster Italian equities, a modified hybrid-genetic SOM version to forecast high and low price for the Italian Futures Stock Index on a daily basis. ▪ I developed an intraday high-frequency algorithm strategy for Eurostoxx Stock Index Futures based on technical indicators optimized by a genetic algorithm

Massimiliano Todaro Skills

Hedge Funds Equities Trading Systems Portfolio Management Financial Markets Investments Fixed Income Equity Derivatives Bloomberg Derivatives Trading Structured Products Capital Markets Asset Management Investment Banking Commodity Asset Allocation Bonds Statistical Arbitrage Banking Wealth Management Investment Advisory Trading System Financial Analysis Financial Modeling Risk Management Financial Risk Vba Matlab Strategic Financial Planning Proprietary Trading Alternative Investments Technical Analysis Equity Trading Quantitative Finance Electronic Trading Trading Strategies Econometrics Currency Hedging Quantitative Analytics Credit Derivatives Portfolio Optimization Market Risk Swaps Fx Options Fx Trading Options Emerging Markets Interest Rate Derivatives

Massimiliano Todaro Education Details

Frequently Asked Questions about Massimiliano Todaro

What company does Massimiliano Todaro work for?

Massimiliano Todaro works for Macroasset

What is Massimiliano Todaro's role at the current company?

Massimiliano Todaro's current role is Founder at Macroasset Investment Research.

What is Massimiliano Todaro's email address?

Massimiliano Todaro's email address is mt****@****ail.com

What schools did Massimiliano Todaro attend?

Massimiliano Todaro attended Università Degli Studi Di Genova / University Of Genoa.

What skills is Massimiliano Todaro known for?

Massimiliano Todaro has skills like Hedge Funds, Equities, Trading Systems, Portfolio Management, Financial Markets, Investments, Fixed Income, Equity Derivatives, Bloomberg, Derivatives, Trading, Structured Products.

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