Dr Roger Rüegg

Quant Team Leader, Multi-Asset Solutions (Head of Portfolio Management Multi-Assets, Models & Processes)

Roger Rüegg has been Quant Multi-Asset Team Leader (Head of Systematic Mandate Multi Asset) since 2019. After six years in the Equity Quant Team, with which he led the Swisscanto (CH) Equity Fund Systematic Responsible World Enhanced into becoming a flagship with more than CHF 2 billion of assets under management, he focuses on systematic investment solutions in the Multi-Asset Solutions department.

Roger Rüegg holds a PhD in banking and finance and a Master of Science degree in quant finance from ETH Zurich and the University of Zurich.

Blog posts

Systematic rebalancing: Proven approach – even during turbulence

Why emotion-free investing can add value, even (or especially) during emotional market phases.

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Systematic rebalancing: knowing when enough is enough

Rebalancing strategies implement the "buy low, sell high" approach in a disciplined manner. But when is the best time to rebalance?

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More balanced thanks to robust return forecasts

The traditional starting point in strategic asset allocation (SAA) is a point forecast for the expected return. In our approach, on the other hand, return forecasts are the natural result of the optimal weight and expected risk.

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Making blind spots visible

Making relevant data visible and combining it with broad-based expertise on investment-related information – this is what the second part of our three-part series on strategic asset allocation explores.

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Risk model as the foundation for a balanced training plan

Those who set themselves a goal in sport need to know the fundamentals of mobility and speed. The situation is similar when investing – the first part of a three-part series on strategic asset allocation.

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