About

Axel Gross-Klussmann is a quantitative portfolio manager in the multi asset strategy team of Quoniam Asset Management in Frankfurt. In this capacity he looked into the construction of tradable signals from unstructured web-scraped textual data. Mitigating the effects of noise in the data, classical machine learning and natural language processing methods were used to quantify microblog user sentiment to be used for investment decisions. Prior to Quoniam Axel was with Deutsche Bank’s Quantitative Products Laboratory in Berlin where he explored the predictive content of signals derived via text mining of financial news. Axel holds a PhD in econometrics and a MSc in statistics from Humboldt University Berlin as well as degrees in economics and mathematics from the universities in Kiel and Hagen.