Nov
29

Ex-JPMorgan Traders Start Singapore Currency Options Quant Fund

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  • Ogaki and Loh to start with $75 million in seed capital
  • Model tests returned annualized 12.7% gain over past decade

Two former JPMorgan Chase & Co. foreign-exchange option traders will start a quantitative hedge fund in January, using artificial intelligence to trade currency options.

Atsuo Ogaki and Damien Loh have established Ensemble Capital Pte Ltd. in Singapore with capital $75 million from high-net worth investors, family offices and institutional investors, Ogaki, who has taken the chief executive officer role, said in an interview…

Ex-JPMorgan Traders Start Singapore Currency Options Quant Fund

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