About

Lukas Vogt began his career at Deutsche Bank Quantitative Research (Frankfurt), held senior roles at Renaissance Technologies (New York), and joined Citadel in 2019. In 2020, he was appointed Head of Citadel Financial Technologies.

From 2006 to 2010, he served as a junior quantitative analyst at Deutsche Bank Quantitative Research. He led the development of European equity market strategies based on statistical arbitrage, achieving an annualized return of 18% with over €500 million in assets under management. He was also the first at the firm to apply machine learning algorithms (random forests) to commodity spread forecasting, earning an internal innovation award.

From 2011 to 2018, he was a senior quantitative strategist at Renaissance Technologies. He contributed to algorithmic optimization for the Medallion Fund, focusing on nonlinear time-series analysis and market sentiment factor modeling. He led the development of a “Dynamic Risk Parity AI Model,” which delivered a 32% annualized return during 2015’s market turbulence. His team was named “Quant Team of the Year” by Institutional Investor.

Since 2019, he has served as Co-Founder and Chief Quantitative Strategy Officer at Citadel Financial Technologies.

He founded an AI-driven macro quantitative hedge fund with $5 billion in assets under management, focusing on cross-asset arbitrage and event-driven strategies. In 2022, his team achieved a 45% annualized return during the Federal Reserve’s rate hike cycle with the “Black Swan Adaptive System,” earning a nomination for “Best Hedge Fund of the Year” by The Wall Street Journal.

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