Welcome to FactorStrategies.com, the page FactorStrategies.com aims to facilitate usage of factor investing. The ultimate goal is to provide a bridge between investment management practice and academic research for topics concerning smart beta/factor investing. We would like to point out important concepts, for example, starting with answers to such basic questions as, “how are factors constructed?”, “what are the basic factors?” to the more advanced topics of risk- and factor management. So whether you are a private investor, a professional investment manager or a finance student/researcher, and you are interested in learning about smart beta investing, this website is for you. Few words about us, we are two PhD students at the University of St.Gallen doing research in the field of quantitative finance. Together we have gained some years of experience in asset management. If you have any questions, feedback or suggestions for us, we would be pleased to hear from you, therefore, please use the contact form and we will get back to you as soon as possible.

Marcial Messmer is doing research in the field of factor models as part of his PhD at University of St.Gallen. He holds a Master's Degree from University of St.Gallen in Quantitative Economics and Finance and Bachelor's Degree in Economics from University of Mannheim. His research focuses on alternative statistical methodologies in identifying relevant factors or firm characteristics in the cross-section of equity returns. Furthermore, he has a research interest in volatility modelling and overall financial time-series prediction problems. Besides his academic interests, he enjoys coding (in Python), sports and travelling.

Dimtry Borisenko is currently pursuing his PhD at the University of St. Gallen. His research area is international finance and macro-finance. He holds a BSc degree in Economics and Finance from the London School of Economics and a MSc degree in Financial Economics from the National Research University - Higher School of Economics, Moscow. His research focuses on common risk structure between foreign exchange rates and commodity prices with an emphasis on profitability of currency carry trades. In his free time he enjoys sports and reading.