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Perfect Asymmetry?

Published in Automated Trader Magazine Issue 21 Q2 2011

Dalton H Mota runs Asymmetrica, a research consultancy in Brazil. He’s a trader as well as a researcher, and finds time to hold down a professorship too. An engineer by (early) training, he’s consulted by global investors and corporations, and he got his start trading popcorn futures. David Dungay went to meet him.

David Dungay: Tell us about yourself and how you got into quantitative research.

Dalton H Mota: I studied engineering at first, then switched to business school. I did business analysis for a global consulting firm for a few years, then I was approached by a big financial-risk consulting shop to create and develop custom quantitative tools for large asset managers. After four years of this, and completing a Masters in Finance, I planned to apply for a quant PHD in the US or UK, but began trading my own money instead. I already had quant experience, my trading went well, and some consulting projects were happening, so I just kept going. My research shop, Asymmetrica, brings together the things I love doing, financial research, statistics and computers, and trading. By trading real money I can become a better financial researcher. By doing high level applied research I become a better trader. And by interacting with global clients I share my experience and learn too.

I use my quant models and research to trade my own and close friends' money. My trading activity currently generates the bulk of my income. I am not a hedge-fund or institutional asset manager, and right now, I am not registered to manage client´s money. I am also a finance professor at FGV Mba (Getulio Vargas Foundation) in Rio and Sao Paulo, teaching executive finance classes since 2005.

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