Chincarini connects the dots between LTCM, mispriced risk,
the 2008 financial crisis, the flash crash, and the Greek debt crisis. - Robert Litterman
A Quick Look
About Ludwig

Ludwig B. Chincarini, CFA, PhD, is Professor of Finance in the School of Management at the University of San Francisco as well as Director of Quantitative Strategies for United States Commodity Fund Investments with over fifteen years of experience in the financial industry specializing in portfolio management, quantitative equity management, and derivatives. He also works with an angel group to help start-up companies. Prior to that he was a member of the academic council of Index IQ which was bought by NY Life in 2015, where he was instrumental in creating and developing some of the newest alternative ETFs, like QAI (the first hedge fund replicator), CPI (the first real return-inflation hedged vehicle), and MNA (the first risk-arbitrage ETF), as well as others. He was on academic council of Future Advisor, one of the early Robo-Advisor firms, which was bought by Blackrock in 2015.  He wrote one of the first robo-adviser business plans in 2003 and a plan for Robo Advisor 2.0 in 2018.

He was Director of Research at Rydex Global Advisors (now Invesco), where he co-developed the S&P 500 equal-weight index, designed the successful ETF, RSP and helped launch the Rydex ETF program.

He helped build an internet brokerage firm, FOLIO Investing, designing its innovative basket trading and portfolio management platform.  He also worked at the Bank for International Settlements (BIS)  and Schroders.

He is the author of one of the classic books in the field of portfolio management entitled Quantitative Equity Portfolio Management and the book which introduced formally the idea of crowding as an alternative view of causes of the financial crisis with the appropriate title The Crisis of Crowding.

He received a PhD from the Massachusetts Institute of Technology and an BA from the University of California at Berkeley.


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About Ludwig

Ludwig B. Chincarini, CFA, PhD, is Professor of Finance in the School of Management at the University of San Francisco as well as Director of Quantitative Strategies for United States Commodity Fund Investments with over fifteen years of experience in the financial industry specializing in portfolio management, quantitative equity management, and derivatives. He also works with an angel group to help start-up companies. Prior to that he was a member of the academic council of Index IQ which was bought by NY Life in 2015, where he was instrumental in creating and developing some of the newest alternative ETFs, like QAI (the first hedge fund replicator), CPI (the first real return-inflation hedged vehicle), and MNA (the first risk-arbitrage ETF), as well as others. He was on academic council of Future Advisor, one of the early Robo-Advisor firms, which was bought by Blackrock in 2015.  He wrote one of the first robo-adviser business plans in 2003 and a plan for Robo Advisor 2.0 in 2018.

He was Director of Research at Rydex Global Advisors (now Invesco), where he co-developed the S&P 500 equal-weight index, designed the successful ETF, RSP and helped launch the Rydex ETF program.

He helped build an internet brokerage firm, FOLIO Investing, designing its innovative basket trading and portfolio management platform.  He also worked at the Bank for International Settlements (BIS)  and Schroders.

He is the author of one of the classic books in the field of portfolio management entitled Quantitative Equity Portfolio Management and the book which introduced formally the idea of crowding as an alternative view of causes of the financial crisis with the appropriate title The Crisis of Crowding.

He received a PhD from the Massachusetts Institute of Technology and an BA from the University of California at Berkeley.


read more
About Ludwig

Ludwig B. Chincarini, CFA, PhD, is Professor of Finance in the School of Management at the University of San Francisco as well as Director of Quantitative Strategies for United States Commodity Fund Investments with over fifteen years of experience in the financial industry specializing in portfolio management, quantitative equity management, and derivatives. He also works with an angel group to help start-up companies. Prior to that he was a member of the academic council of Index IQ which was bought by NY Life in 2015, where he was instrumental in creating and developing some of the newest alternative ETFs, like QAI (the first hedge fund replicator), CPI (the first real return-inflation hedged vehicle), and MNA (the first risk-arbitrage ETF), as well as others. He was on academic council of Future Advisor, one of the early Robo-Advisor firms, which was bought by Blackrock in 2015.  He wrote one of the first robo-adviser business plans in 2003 and a plan for Robo Advisor 2.0 in 2018.

He was Director of Research at Rydex Global Advisors (now Invesco), where he co-developed the S&P 500 equal-weight index, designed the successful ETF, RSP and helped launch the Rydex ETF program.

He helped build an internet brokerage firm, FOLIO Investing, designing its innovative basket trading and portfolio management platform.  He also worked at the Bank for International Settlements (BIS)  and Schroders.

He is the author of one of the classic books in the field of portfolio management entitled Quantitative Equity Portfolio Management and the book which introduced formally the idea of crowding as an alternative view of causes of the financial crisis with the appropriate title The Crisis of Crowding.

He received a PhD from the Massachusetts Institute of Technology and an BA from the University of California at Berkeley.


read more