Julean Albidone

Investor | Quantitative Finance

Pushing the limits.

Julean is currently in charge of alpha creation and deployment for a $4B equities strategy.

His areas of focus include applied machine learning for both alpha discovery and portfolio management activities. Julean has developed and deployed capital across both asset allocation and equities strategies.

He has experience in an extensive array of domains within the quantitative finance space, from data sourcing and curation, to creating full-fledged backtesting environments; to finding, creating and deploying alphas.

Beliefs

Crossing Boundaries

A belief in combining knowledge from any domain, regardless of arbitrary barriers, to further the pursuit of alpha discovery. No concept or domain should be taboo.

Process Over Alpha

A belief that a rigorous research and deployment process is essential to finding and sustaining alpha over time. The process is above individual contribution.

First Principles

Always approach problems and develop strategies from first principles, not from what is the commonly accepted practice within industry.

Competitive Advantage

A strong understanding of competitive advantage in the market is essential to your investment strategy. This is true in both finding and deploying your alpha.

Experience

Stock Selection

Julean has extensive experience building equity strategies. He has deployed alphas across numerous factor groups and across multiple time horizons.

Asset Allocation

Julean has experience building country and industry selection models to aid in alpha and risk management of bottom-up stock selection strategies.

Research Env. Build

Julean has experience in building machine learning back-testing environments. Complete with cross-validation and strategy optimization techniques.

Big Data / Alt. Data

Julean has experience exploring, cleaning and processing features at scale (+2TB) using distributed computing frameworks. Including both traditional and alt. data.

Managed Futures

Julean has experience building trading strategies across equity, treasury, commodity and FX futures. Including medium frequency trading strategies as well as carry strategies.

Portfolio Management

Julean has experience managing a global macro quantitative investment strategy, as well as writing custom portfolio optimization strategies from scratch.

Machine Learning

Julean’s machine learning research has focused on tree-based ensemble methods, hyper-parameter optimization, feature elimination and noise reduction.

Early Career

Julean spent his early career as a management consultant advising some of the world’s largest capital markets divisions. Later Julean helped launch an applied innovation practice, focusing his efforts on building ML / AI technologies.

Education

Julean received an undergraduate degree in mechanical engineering from the University of Toronto. He went on to complete graduate studies in financial engineering, also at the University of Toronto. Julean is also a CFA Charter Holder, where he finished in the top 10%.