Our Company
QAGE—short for Quantum Age—utilizes all traditional micro and macro factors overlaid with the frontier economics field of quantum finance.
Our foundational thesis is that the passive investing acceleration, coincident with the democratization of information flow, has led to the collapse of capital viscosity.
We are convinced that major institutions that evolved under a more viscous capital flow environment are unsuitably structured for these developments. Our frontier economics framework is designed to capitalize on the historic alpha generation opportunity arising from the disintermediation of the banking system.
Leverage cyclically builds up in the system—like an endocardial calcification—at increasingly unprecedented speeds. This fuels the invevitable global liquidity event that gets labeled a black swan.
The coming liquidity event is the antithesis of a black swan. We believe it is in fact perfectly forecastable utilizing our quantum finance framework.
Key Personnel
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David has developed and refined a model of market behavior after more than four decades studying marktets. He leads our firm's effort to incorporate the inputs of global macro risk, derivatives, policy and participant positioning through our unified risk field framework to generate asymmetric alpha opportunities. He sets the firmwide macro view, portfolio construction, and risk limits, integrating credit spreads, curve shape, and mortgage convexity as primary signals for regime shifts. David's framework is model driven, delivering a low value-at-risk portfolio strcture that self-funds long tail risk positions, using long-dated Vega collars and countless risk dampening derivative hedgeing strategies. Previously he advised SAC Capital and held roles at Bear Stearns and at acquisitions of JPMorgan Chase, Citigroup, and Morgan Stanley. He earned BS and MBA degrees from the NYU Leonard Stern School of Business.
A quantum physicist and Professor of Physics, Dr. Narducci advises our CIO on applying quantum mechanics concepts—state-space modeling, interference-style regime shifts, and measurement/uncertainty—to improve signal extraction and risk design. His research spans atom-interferometry and quantum sensing for navigation exploiting quantum wave properties for extreme precision. He has authored nearly 100 technical publications and brings editorial rigor based on 25 plus years as a scientific editor for two leading peer-reviewed journals.
Andres is an experienced entrepreneur and corporate executive who oversees firmwide operations, data infrastructure, and execution quality. Prior to QAGE, he was Founder & CEO of Fairmount Automation, where he built a technology business from concept to scaled delivery before transitioning to an executive role in machine learning and data science at Comcast NBCUniversal. At the fund, he brings operating rigor to research tooling, model governance, and performance reporting—ensuring our tail-yield program runs with institutional discipline. He partners with the CIO and the technical team to evolve our frontier finance modeling.
Ann is a seasoned leader in the semiconductor industry with over 20 years of experience in technology and product development. Her background in leading complex semiconductor product and manufacturing initiatives—spanning silicon, advanced packaging, system integration, and high-volume production—provides a strong foundation for disciplined, data-driven financial analysis.
As Chief Solutions Officer, Ann applies her decades of technology experience to QAGE's model-driven approach to investment strategy and risk management. She partners closely with the CIO and technical staff to assess multi-dimensional market dynamics and translate them into actionable insights in order to deliver well-informed investment solutions.
Low Beta Tail Yield Strategy
Our flagship LBTY strategy targets market participation with lower-beta core exposures and channels a small explicit budget to long-dated volatility ("tail") optionality.
The strategy is primarily designed to preserve capital, using the yield from steady investments to fund a small, concentrated alpha pool.
The defensive core is allocated to strengthening sovereigns and low volatility equities with rising call skew.
The strategy is expected to outperform the broad market with less variance and lower value-at-risk.
Our view is that the expansion of passive capital accumulation in the global system vastly exceeds the opportunity set. Capital flow has become more transparent and its movement is more oberservable in the derivatives market, well in advance of cash markets. Our framework incorporates the perspective of a block volatility trader, a variation of a financial Hamiltonian operator.