SAM Capital Delta Strategy

Mihai is the principal developer of the Quantitative Liquid Alpha Strategy. With many years of experience in front office roles, Mihai managed and delivered strategic projects and advised on reporting and regulatory operations. He has worked in significant positions for Barclays, UBS, Goldman Sachs and Deutsche Bank. Mihai haș a passion for the mathematics behind innovative trading strategies and has developed algorithmic solutions to effectively manage risk while taking advantage of price movement to achieve gains across a range of assets. As well as managing the Delta Strategy, Mihai is developing and testing algorithms in a quest to achieve greater efficiency in machine learning and the model driven trading environment.

Lwin Millar was born and educated in London and started working life in design and construction. As a senior project manager in a multi-skilled environment he had to liaise with clients, negotiate supplies and run teams of both employees and freelancers to successfully deliver projects within the restraints of time and budget. Lwin entered the world of finance as an analyst, before moving into business and brand development as a commercial director for the publishing and marketing sector, whilst pursuing a parallel career in property investment. It was in the family office environment that he honed his skills as an investment manager, firstly as a fund picker and portfolio builder and later as a trader, developing highly liquid derivative strategies in commodities markets. Lwin’s interest in algorithmic and model driven trading systems fuels an ongoing appetite for further research and development and he is constantly seeking to discover new talent and technologies.

Dietmar Schmitt is the founder and Chief Investment Officer of the Investment Manager. Prior to launching the Investment Manager in 2007, Dietmar was a senior portfolio manager at Cheyne Capital in London for over 6 years and was responsible for building Cheyne’s European equity business. Before joining Cheyne, he had worked from July 1990 to December 2000 in various senior roles at Morgan Stanley in both London and Frankfurt, where he was responsible for German equities worldwide. Prior to joining Morgan Stanley, he had worked for approximately 7 years as a fixed income and equity-linked trader at Dresdner Bank in Frankfurt and New York.