Join Redwood's Head of Quantitative Investment Research, Michael Cheung, & Portfolio Manager, Richard Duff, as they explore the challenges and opportunities facing investors in today's market. This webinar will cover:
1) How industry inertia disrupts growth
2) What model risk is
3) Pitfalls to avoid when building investment portfolios

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Live April Webinar

Join Redwood as we explore the challenges and opportunities facing investors in today's market.

Michael is Redwood’s Head of Quantitative Research and leads development, implementation, and risk management of Redwood’s quantitative investment strategies. This includes the research, design, and ongoing maintenance of Redwood’s proprietary models and algorithms.

As Portfolio Manager, he works closely with the firm’s principals and investment team to oversee the live execution and portfolio management of Redwood’s tactical risk-managed fixed-income and equity mutual funds, LeaderShares ETFs, and Dynamic/Engineered Risk-Budgeted Models (DRB/ERB), representing more than $2 billion in assets.

Michael brings 12 years of direct experience in capital markets: equities, fixed income, derivatives, global macro, market microstructure, and quantitative research and execution.

Prior to joining Redwood in 2013, Michael worked as a head trader on a global equities trading desk and led a team specializing in algorithmic statistical arbitrage strategies that traded across multiple asset classes. He was a proprietary quantitative systematic trader at Agoge Capital and began his investment career at PIMCO. He studied quantitative economics and mathematics at the University of California, Irvine.

Richard Duff oversees Redwood’s investment solutions from initial ideation to final implementation and risk management. He is responsible for implementing the RiskFirst process across asset classes and serves as the portfolio manager for Redwood AlphaFactor and LeaderShares mutual funds and ETFs.

As Portfolio Manager, Richard directs the firm’s equity strategies, investment rules, and credit research, ensuring that portfolio construction aligns with the firm’s research and strategy objectives. He oversees Redwood’s strategic and tactical asset allocation policy implemented in the Dynamic/Engineered Risk-Budgeted Model asset allocation portfolios, representing more than $2 billion in assets under management.

Across more than two decades of senior investment management experience, Richard has led investment strategy and direction for large and small firms, with responsibility for security selection, exposure management, asset allocation positioning, process implementation, distribution teams, and framework engineering for a wide spectrum of investment management solutions.

Prior to Redwood, he joined BlackRock as a Managing Director, serving as a member of the Equity Operating Committee and the AMG Executive Team. At BlackRock, Richard managed a 100-member team with a nine-figure P&L, turned around the firm’s closed-end fund franchise – including the successful launch of BlackRock’s first equity strategy closed-end funds – and led the integration of the largest retained group in BlackRock’s first investment management firm acquisition. His institutional experience includes leadership at JMP Group and OMT Capital management, where he delivered long/short and concentrated long-only equity solutions to institutional clients around the globe, including some of the largest public pension plans in the U.S.

Richard began his career as a Senior Investment Officer at Pacific Income Advisers where he was a member of the equity strategy team utilizing quantitative screening in equity portfolio management, with an AUM of more than $1 billion. Richard received his BA from the University of California, Berkeley, attended Washington and Lee University, School of Law and received his JD from the University of San Francisco, School of Law.

Live April Webinar

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