Amine Raboun (Ph.D.)

Welcome to my website. I am a Buy-Side Quantitative Researcher at the Abu Dhabi Investment Authority’s (ADIA) Strategy and Planning Division.

My primary role centers around developing systematic trading strategies through a scientific approach that utilizes big data, statistics, and machine learning techniques. I specialize in employing quantitative methods to dissect and interpret market trends and market micro-structure, crafting robust and innovative investment strategies as a result.

Research Interests: My interests are rooted in the intersection of Asset Allocation and Market Microstructure, with a focus on:

• Macroeconomics, Alternative Risk Premia, and Smart Beta: Exploring economic fundamentals and innovative risk-return profiles.
• Transaction Costs, Liquidity, Flows, and Crowding: Delving into the costs and dynamics of market transactions and their impact on global financial liquidity.

Leveraging my expertise in economics, mathematics, and finance, I am dedicated to uncovering how these complex domains interact and exert influence on one another, which in turn informs the development of cutting-edge investment strategies.

I am a co-author of the book Financial Markets in Practice: From Post-Crisis Intermediation to FinTechs, and I teach quantitative financial methods and quantitative macroeconomics to government officials, IMF staff, and master’s students.

I hold a PhD in Economics from Université Paris Dauphine, PSL Research University, and two Master’s degrees in Applied Mathematics to Finance from Ecole Polytechnique and Télécom ParisTech.

Disclaimer: This is my personal website. The opinions expressed here are solely my own and do not necessarily reflect those of the institutions with which I am currently or have been affiliated.