Santiago Walliser
Portfolio Manager JMS Invest
PhD Candidate University of Zurich
Co-Founder Chiron-Services

May I introduce myself?

I am a Portfolio Manager at JMS Invest AG, a hedge fund based in Zurich, Switzerland. I am mainly responsible for the newly launched Long/Short Equity fund TimeArise, which targets a large European small cap universe and aims for high risk adjusted returns using a systematic quantamental investment process.

Furthermore, I am a PhD Candidate at the University of Zurich. My research focuses on the development of quantitative investment strategies based on natural language processing such as sentiment analytics.

Additionally, I am Co-Founder of Chiron Services, a company I built towards the end of my master’s degree. Chiron Services provides data science consulting services as well as specific products by using cutting-edge artificial intelligence methods such as advanced machine learning algorithms. Due to my subsequent new full-time position at the hedge fund, I was not able to commit the same amount of time as before. Nevertheless, my Co-Founder and I had built a great foundation on which the company continued to thrive and grow steadily. I am thus still actively involved in the management board and contribute as an advisor to various large consulting projects.

Feel free to reach out to me! The contact form is the most convenient way, and it protects me from unwanted spam.

Interests

Professional

Research

Personal

Three facts

+5 years exploring the world of finance

Top 4.6% of graduating year across all majors with summa cum lauda

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Speak to me in English, (Swiss-) German, Spanish, French

Blog

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Four-fold News Sentiment and the Cross-section of Equity Returns and Risks​
We study the relationship between news sentiment and the cross-section of stock returns and risks by applying news sentiment scores from four different datasets (Alexandria, RavenPack, Refinitiv Market MarketPsych, and Refinitiv News Analytics). We find that the sentiment scores from the different datasets differ in terms of the value and the source, making them complementary as opposed to competing.