Rj Steinhoff

Director of Research, Portfolio Manager @Generation Pmca Corp

Toronto, CA

My active research areas include:Systematic Value Strategies• Development of systematic value strategies that employ absolute and relative valuation methodologies.• Development of proprietary absolute valuation models and relative valuation models (e.g, composite valuation ratios, factor models) for use in systematic value strategies and/or screening systems.• Development of hybrid computer/human strategies that combine systematic approaches with analytical contributions from investment committee.• Backtesting and evaluation of systematic value strategies.• Implementation of systematic value strategies.Business Cycles• Development of models to identify business cycle peaks and troughs.• Testing effectiveness of economic variables (e.g, unemployment rate, term structure, etc.) as leading warning signals that may forewarn of a business cycle peak.Momentum Anomaly and Trend Following Strategies• Testing nature of momentum anomaly and its effectiveness for use in value strategies.• Development of trend following strategies applicable to global market indices, commodities, currencies, and fixed income.• Trend following systems as market risk tools that may forewarn of market risk events.• Development of trend following models to identify market phase transitions.Systematic Macroeconomic Trading Strategies• Development of systematic ‘integrated’ investment strategies that utilize both value and trend following approaches to dynamically allocate across all major asset classes (i.e, equity indices/sectors, commodities, currencies, fixed income, and real estate).• Development of currency value strategies utilizing interest rate parity (IP), purchasing power parity Development of commodity value strategies utilizing marginal costs and average all-in costs.

Wilfrid Laurier University

Bachelor of Business Administration (BBA)