Rosetta Analytics, Inc.
Angelo A. Calvello is co-founder of Rosetta Analytics, Inc., a firm that use proprietary artificial intelligence (classical machine learning, deep learning, and deep reinforcement learning) to create liquid investment strategies. He previously co-founded Blue Diamond Asset Management AG, a hedge fund that trades equity volatility.
Angelo has spent much of professional career working directly with asset owners to create alpha-centric investment strategies. He held senior positions at Man Investments Inc., State Street Global Advisors, and the CME Group. He also served as CIO of a family office in the Chicago area. Angelo started his investment career as an independent floor trader at the Chicago Board of Trade and the Chicago Board Options Exchange.
Angelo is the “Dissident” columnist for Institutional Investor and former columnist for CIO Magazine. His column, “The Doctor Is In,” won the American Business Media’s 2016 Jesse H. Neal Award for best commentary.
Angelo earned a PhD in Contemporary European Philosophy from DePaul University. He is the author of Environmental Alpha: Institutional Investors and Climate Change (Wiley 2009) and founder of the Journal of Environmental Investing (www.thejei.com). Angelo is a Trustee on a Chicago-area police pension board, Chairman of Outreach with Lacrosse and Schools, and a member of the Chicago Quantitative Alliance.