Juha Suorsa

Juha Suorsa is a Research Associate at Capital Fund Management (CFM), where he focuses on quantitative research in equity markets, particularly analyzing equity factor strategies such as Momentum, Value (HML), and Size (SMB). His work involves the systematic study and modeling of market microstructure data, crowding effects in equities, and trading cost optimization for large-scale factor-based portfolios.

Prior to joining CFM in 2018, Suorsa was a Quantitative Researcher at Man GLG, where he developed and implemented systematic investment strategies, and an Analyst at VOLPE CAPITAL MANAGEMENT (UK) LIMITED, where he focused on quantitative and fundamental investment analysis. His expertise encompasses the application of advanced quantitative techniques to asset allocation and factor investing within the equity asset class.

Suorsa holds a Doctor of Philosophy in Physics and Philosophy from the University of Oslo (UiO) and a Master of Science in Mathematics, Engineering, and Physics from Aalto University. His academic and professional background uniquely positions him at the intersection of quantitative finance, scientific research, and large-scale algorithmic trading, contributing to notable research on market crowding and systemic risks in factor investing.