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Profile
Research affiliation with the VU University Amsterdam (PGO-IM) and experienced Quant Trader at a hedge fund in Singapore (Vice President). Responsible for setting up and managing quantitative trading strategies in all asset classes at mid to high-frequencies. Past experience includes setting up the Systematic Global Macro Strategies group at APG Asset Management in Amsterdam, The Netherlands.
Evert holds a Ph.D. in Financial Econometrics, a MSc. in Financial Economics (cum laude) and is a CFA charterholder. Academic research interests include quantitative investment strategies, asset allocation, portfolio construction, risk management, alternative investments and macroeconomic announcements.
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Most recent research
Carry
(with Ralph S.J. Koijen, Tobias J. Moskowitz and Lasse H. Pedersen)
December 2011
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