PM CV — Henry Carstens, Portfolio Manager
Source: raw/CV of Henry Carstens, PM, Head of Research.2.pdf
Summary
CV covering Henry’s trading and portfolio management career. Top 5% commodity futures trader specializing in quantitative systematic macro strategies and medium-frequency trading.
Key data
- Portfolio performance 2018–2023: 8.0%, 3.0%, 5.2%, 32.7%, 57.1%, 20.5%
- 2023 Sharpe: 1.9 (3.1 since June), Max DD: 7.5%, Leverage: 1.2x
- 2018–2023 average annual return: 21.1%, Sharpe: 2.0
- Correlations: Barclay Hedge −0.16, Barclay Macro −0.08, S&P 500 −0.20
Roles covered
- Aargo Trade (2022–present): PM and Head of Research
- DRW (2020–2022): Signal support for 14 trading desks
- Graticule Asset Management (2018–2020): Quantitative Trader, $200M portfolio
- Kingstree Trading (2012–2018): Signal support for prop traders
Titles held
Founder, Head of Research, Portfolio Manager, Quantitative Trader, Quantitative Researcher, Director of Software Engineering, Data Scientist
Books
- “101 Trading Ideas” (2016)
- “Research Papers and Ideas from a Portfolio Manager, 2023 Edition”