Matteo Nicoli

Matteo Nicoli is a Quantitative Researcher at Aquatic Capital Management, based in New York. Since joining Aquatic in August 2023, he has been responsible for developing and implementing systematic investment strategies, leveraging advanced mathematical modeling and quantitative techniques within the firm's collaborative R&D-driven investment environment. His research focus includes multi-asset systematic trading, with particular emphasis on equities, derivatives, and cross-asset risk management, aligning with Aquatic's core expertise in systematic financial strategies.

Previously, Nicoli served as Director and Senior Staff Strategist at Exos, where he oversaw research initiatives in quantitative finance and contributed to trading strategy innovation (2019-2023). Earlier, at Quantlab Financial, he played a key role as Quantitative Research Scientist, building statistical models and algorithmic trading systems for global liquid markets. Across his career, Nicoli has demonstrated expertise in high-frequency and systematic trading, statistical modeling, and risk analytics in both buy-side and quantitative hedge fund settings.

Nicoli holds a Ph.D. in Mathematical Engineering and a Master’s degree in Physics from Universidad Carlos III de Madrid, as well as a Bachelor’s degree in Physics from Università di Bologna. He has also completed advanced coursework at ARPM, further strengthening his foundation in quantitative asset management. Nicoli is recognized for significant contributions to the advancement of systematic and data-driven investment processes, applying mathematical and statistical rigor to enhance performance and risk-adjusted returns across sectors including equities, derivatives, and multi-asset portfolios.