WizardQuant

Michele Gesualdi serves as Chief Investment Officer and founded the firm in 2016. He oversees all research and portfolio construction. Gesualdi previously worked as a portfolio manager at Millennium Management and as a senior quantitative researcher at WorldQuant, where he developed machine learning models for systematic trading strategies.

WizardQuant runs a systematic, machine-learning-driven strategy focused on liquid futures and foreign exchange markets. The firm deploys algorithms that analyze price, volume, fundamental, and alternative data to identify short-term predictive signals. It constructs diversified portfolios of small, uncorrelated positions across equity index futures, government bond futures, commodity futures, and currency forwards, avoiding concentrated directional bets.

The firm draws researchers and engineers from the systematic hedge fund ecosystem that includes firms like WorldQuant, Two Sigma, and Millennium Management. Gesualdi's own career path through these institutions informs WizardQuant's collaborative, flat research culture. The firm expanded its data science bench in September 2023, hiring additional machine learning engineers and quantitative researchers in Hong Kong to enhance its signal generation capabilities.

WizardQuant operates a single systematic strategy applied across multiple asset classes and geographies. While the underlying algorithms adapt to different markets — equity index futures, government bonds, commodities, and currencies — the investment process is unified under one machine learning framework rather than running separate, siloed strategies. This centralized model differentiates it from multi-manager platforms that house independent pods.

WizardQuant trades liquid futures and foreign exchange across Asia, Europe, and North America. Its Hong Kong headquarters gives it proximity to Asian exchanges and data sources — including futures on the Hang Seng Index, Nikkei 225, and China A-shares — while its global data infrastructure allows it to capture signals in European and US markets simultaneously.

WizardQuant's specific fund structures, fee terms, and investor base are not publicly detailed. The firm maintains an exceptionally low public profile, with no broad marketing efforts or disclosed AUM figures. Industry reports note its presence in the Asian systematic hedge fund landscape, but it does not publicly solicit capital or disclose its limited partners.

WizardQuant is not a corporate affiliate or spinout of either firm — it is an independent entity launched by Michele Gesualdi using his personal expertise. Gesualdi's background at WorldQuant, where he helped develop large-scale quantitative research infrastructure, and at Millennium, where he ran a systematic portfolio within a multi-manager framework, shaped the firm's hybrid research culture and strategy design.