Monty Joshi, portfolio manager at Optimal Asset Management, takes a closer look at the benefits of factor timing to deliver low cost, data-driven alpha.

Optimal Asset Management’s Dynamic Alpha strategy targets long-term equity outperformance through two distinct features:

  1.  exposure to factor premia at all times, and
  2. a factor timing model that moves systematically in…

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Monty Joshi, CFA

Monty Joshi, CFA has an MBA from the Haas School, UC Berkeley and a BA (Econ) from the University of Chicago. He has served in various of investment-related roles such as risk manager with the Chicago Board of Trade, equity options trader with Hull Trading (now part of Goldman Sachs), long-short hedge fund manager, and pension consultant with AD Biller and Associates. Previously, he managed finance/operations for several start-up companies in Silicon Valley.