University of Maryland

Portfolio Manager at Guggenheim Investments

Manager of 12 ETFs covering both domestic and global equities across a wide variety of income and Smart Beta portfolios. Investment strategies included multi-factor, insider sentiment, spin-offs, defensive equity, high yield equity, micro-cap, REITs, small-cap china, and frontier markets.
Researcher and developer of the Guggenheim Multi-Factor Large Cap Index which sources both fundamental (Value, Growth, and Quality) and non-fundamental (Momentum, Short Interest, Volatility, and Liquidity) factors to create a focused portfolio with better long term risk adjusted performance relative to its benchmark. Authored a white paper documenting supporting literature in this field as well as the robust findings of our model research.

Guggenheim Investments

Portfolio Manager, Director

Managed a variety of liquid alternative mutual funds and ETFs ranging from a managed futures to hedge fund replication.  Researched quantitative portfolio strategies in the areas of volatility arbitrage, risk targeting models, momentum investing, global industry rotation, country rotation, and Fama French fundamental factors.

Arrow Funds

Portfolio Manager

Managed leveraged, inverse, and sector mutual funds.  Researched quantitative portfolio strategies in the areas of momentum investing, sector rotation, hazard models, factor seasonality, merger arbitrage, and various stock selection model.

Adrian Bachman