Kris Keltner

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systematic asset management data science machine learning differentiated alpha institutional investors equity investment public equities active extension strategies absolute return strategies modern data tools traditional data sets unstructured data stock attractiveness ranking ensemble methods accurate forecasts investment approach customized strategies public equities forecasting risk targets capital management market adaptability risk adjusted returns betas equity extension information ratios investment strategies market neutral positive absolute returns multi-region investments country specific portfolios long short strategies empirical modelling credit risk management sector allocation performance metrics portfolio optimization financial forecasting capital allocation investment diversification market inefficiencies quantitative analysis data-driven investment financial modeling long only strategies small cap investments global stock selection financial instruments artificial intelligence information technology & services