Wayne begun his career on a proprietary trading desk at Carlin Financial Group in the mid-90’s, doing statistical arbitrage—complimentary to his mathematical nature.
Come 1999, Wayne launched his first fund to begin managing money for clients and institutions. Then in 2011, Wayne founded Logica Capital Advisers, where he currently takes the role of Chief Investment Officer.
Logica, as a quantitative investment firm, relies on rigorous research to develop its various model-driven strategies. For the most part, these are mean expansion strategies that generate alpha from being long volatility.
0:00 - Intro
1:44 - Proprietary Trading / Statistical Arbitrage
10:38 - Starting Logica / Long Volatility
19:00 - Overcoming Low Volatility Periods
33:02 - Wisdom for Aspring Quants / Modelling Practises
55:38 - Observations from Market Crashes