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About
Ethan Jaffe is a Quantitative Researcher at Aquatic Capital Management in Chicago, IL, where he joined in February 2024. In this role, he focuses on developing systematic investment strategies, leveraging quantitative modeling, data analysis, and advanced algorithmic techniques to support the firm's asset management objectives.
His investment work at Aquatic Capital Management centers on systematic and quantitative strategies, with a particular emphasis on liquid global markets and multi-asset portfolios. His background is rooted in research-driven portfolio construction and risk management, and he brings expertise in the design and implementation of high-performance trading strategies.
Prior to joining Aquatic, Ethan Jaffe spent time on noncompete and garden leave from G-Research, where he contributed to quantitative research initiatives. He holds degrees from the Massachusetts Institute of Technology and the University of Toronto, reflecting a strong foundation in mathematics, statistics, and computational finance. His distinguished career is marked by rigorous, research-based contributions to quantitative investing and systematic asset management.
Career History
| Organization | Role | Date Range | Details |
|---|---|---|---|
| Aquatic Capital Management | Quantitative Researcher | Feb 2024 to Present | — |
| G-Research | Noncompete | Aug 2023 to Feb 2024 | — |
| G-Research | Garden Leave | Feb 2023 to Aug 2023 | Garden leave |
| G-Research | Quantitative Researcher | Sep 2020 to Feb 2023 | Worked on developing machine-learning models to predict the returns of financial assets. |
| Massachusetts Institute of Technology | Graduate Student Researcher | Sep 2015 to May 2020 | Thesis topics: General Relativity, Analysis of Black-Hole Singularities, Partial Differential Equations.
Gave an asymptotic description of the formation of black holes from Christodoulou's short-puls... |
| Quantlab Group | Quantitative Research Intern | Jun 2019 to Jul 2019 | Performed exploratory research into improving return prediction of US equities. |
Education
Massachusetts Institute of Technology
2015 — 2020
University of Toronto
2011 — 2015
Others at Aquatic Capital Management LLC (25)
| Name | Role | Location |
|---|---|---|
D Duc Nguyen | Quantitative Researcher | New York, NY , United States |
| Quantitative Researcher | Chapel Hill, NC , United States | |
| Quantitative Researcher | Chicago, IL , United States | |
M Matteo Nicoli | Quantitative Researcher | New York, NY , United States |
| Quantitative Researcher | New York, NY , United States | |
| Quantitative Researcher | Chicago, IL , United States | |
| Quantitative Researcher | Chicago, IL , United States | |
| Quantitative Researcher | Berkeley, CA , United States | |
| Quantitative Researcher | Chicago, IL , United States | |
| Quantitative Researcher | United States |
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