Systematic rebalancing: knowing when enough is enough
Rebalancing strategies implement the "buy low, sell high" approach in a disciplined manner. But when is the best time to rebalance?
Quant Team Leader, Multi-Asset Solutions
Roger Rüegg has been Quant Multi-Asset Team Leader since 2019. After six years in the Equity Quant Team, with which he led the Swisscanto (CH) Equity Fund Systematic Responsible World Enhanced into becoming a flagship with more than CHF 2 billion of assets under management, he focuses on systematic investment solutions in the Multi-Asset Solutions department.
Roger Rüegg holds a PhD in banking and finance and a master's degree in quant finance from ETH Zurich and the University of Zurich.