About Metafoura
Understanding Factors Makes the Difference
You may have questions like these:
-
What risk, style, and macro factors drive equities and my strategy?
-
How can I implement a tested custom strategy with preferred risk, style, macro, or sustainability exposures?
​
We help you understand the factors driving equities to improve and develop new investment ideas and strategies. Our edge is evidence-based investment research.
Metafoura means Metaphor in many languages
"All understanding depends on metaphor. What we mean when we say we understand something is that we see it is like something else of which we are already prepared to say, 'I understand that'. That, in turn, we will have understood because we have likened it to something else we had previously understood, and so on. It's metaphors all the way down."
"Models are simply extended metaphors."
​
Ian McGilchrist, The Matter with Things
Founder's Story
Before founding Metafoura, I was a quantitative strategist/analyst on Wall Street for over thirty years. I was Managing Director and head of Quantitative Equity Research at Nomura, Managing Director and head of US Quantitative & Derivatives Research at UBS, head of Quantitative Strategies/Quantitative Strategist at Morgan Stanley, and deputy head of the Equity Portfolio Analytics group at Salomon Brothers.
​I received a PhD in Mathematical Psychology and an MA in Statistics from the University of Michigan and an EE and SM degrees in Electrical Engineering from MIT. My work was the first published application of machine learning to finance, and my work on machine learning and factor investing was behind the seeding of the first factor ETFs. The media frequently covers my work (Bloomberg, Financial Times, Wall St Journal, etc.).
Research Partners
