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I am a statistician who loves to connect financial applications with science and technology. I am Head of Systematic Solutions and Portfolio Construction at Sygnum Bank’s Asset Management in Zurich, specializing in crypto assets and decentralized finance. Prior, I have led quantitative research at a systematic hedge fund (Quantica Capital) focusing on data-driven investment strategies and asset allocation in global managed futures. Previous roles have been as front office Quant Strategist on the implementation of systematic solutions in private banking (Julius Baer), and on the full-cycle development of quantitative solutions and derivatives in investment banking (Merrill Lynch/BofA).

I have a PhD in Mathematical Statistics from University of Tartu, an MSc in Industrial Engineering and Management Sciences from Northwestern University, and a BA cum laude in Mathematical Economics from Tallinn University of Technology. My expertise covers quantitative investing and asset allocation, modeling of financial markets and instruments, statistical and Machine Learning methods, modern computational and programming tools. I am the author and co-author of several research articles on quantitative finance published in key journals. I am also a member of the editorial board of the Journal of Computational Finance.

You can contact me at artursepp@gmail.com

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