Senior Quantitative Strategist and Portfolio Manager Gresham Investment Management
Keywan Rasekhschaffe, PhD, is a portfolio manager and senior quantitative strategist at Gresham Investment Management LLC where he focuses on Gresham’s commodity multi strategy fund (CMS). Prior to joining Gresham he oversaw quantitative research at System Two Advisors L.P. where he was also a portfolio manager. Previously he was a Chazen Visiting Scholar at Columbia Business School. He earned his Ph.D. at the University of Lugano, Swiss Finance Institute, and received his MBA from the University of Oxford. He holds a joint BSc in Politics and Economics from the University of Bristol. His current research is focused on applied machine learning methods and asset pricing anomalies in the macro and equities space.
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