Dr. François Chevallier-Gravezat, PhD
Machine Learning Strategies
François is a Research Strategist for Welton’s Machine Learning Strategy and Risk Platform team. He focuses his research on machine learning in systematic trading, including data acquisition and processing, trading signal development, risk management, and algorithmic execution. He has also spearheaded a number of ESG-related innovations at Welton.
Before joining the firm in 2016, he was a Researcher and Senior Risk Analyst at Aspect Capital. Previously he worked as a Simulation Engineer within the Process Modeling and Operational Research team of the UK National Nuclear Laboratory (NNL) where he modelled the radiological impact of climate and landscape changes on British nuclear waste repositories. François earned a PhD (DPhil) in Computational Mathematics from the University of Oxford (UK) and a Masters of Physical Chemistry and Chemical Engineering from the Université Claude Bernard Lyon I (France). He has published over 10 scientific research papers in international peer-reviewed journals.
“My greatest personal accomplishment is not having one.”
News and Insights from Dr. François Chevallier-Gravezat, PhD
This Quant Manager Offers a Rarity: An ESG Fund That’s Up This Year
In the bull market, Welton faced challenges pitching a strategy that would protect on the downside. But the bear market changed everything.
How Welton ESG Advantage Helped Investors Navigate Q1 2022
The first quarter of 2022 threw a daunting number of curves at investors. The confluence of higher inflation brought about, in part, by the lengthy pandemic, the Russian war with Ukraine and the January tech meltdown producing a sharp spike in market volatility....
Towards the Development of an ESG Scoring Framework for Derivatives
As the appetite for sustainable investing grows, investors are increasingly seeking investment options that go beyond the commonly available long-only equity ESG funds. Welton has written elsewhere, ("Solving the ESG Dilemma: How to Advance One’s Values While Also...