Gontran de Quillacq

Gontran de Quillacq is a Bates affiliate with expertise in the areas of equity derivatives and structured products, options and futures, equity finance, Delta One, proprietary trading, statistical arbitrage, quantitative investment research, and portfolio management.

After his European and U.S. education, Mr. de Quillacq traded derivatives for two decades, from vanillas to exotics, both proprietary and client-facing, at top-tier banks of the London Square Mile and Wall Street. He initiated the distribution of investment strategies through derivatives, an activity now referred to as “portable alpha,” “smart beta,” or “risk premia.” As a portfolio manager, he researched and managed investment strategies, delivered both in hedge fund and in structured note formats. For the following five years, Mr. de Quillacq selected portfolio managers and strategies for top hedge funds and asset managers. In 2017, he co-founded a quantitative activity deploying the latest machine learning techniques in global long/short equities. Mr. de Quillacq is a quantitative researcher and portfolio manager for an asset management firm deploying volatility arbitrage strategies.

Mr. de Quillacq’s own investment and trading floor experience and his cross-sectional review of other professionals give him a unique perspective on what can be done, what should be done, what should not be done, and the gray areas in between. He can explain complex trading strategies and products in simple terms.

Mr. de Quillacq is an alumnus of the Ecole Normale Supérieure de Lyon in theoretical physics, obtained his doctoral degree in electrical engineering at Sup’Elec, and became an alumnus of HEC Paris in 1995. He was an international fellow in atomic physics at the Stanford Research Institute and a visiting scholar in differential algebra at the University of California at Berkeley. Mr. de Quillacq served as an army officer during the first Gulf war.