Jessica Anderson – Investment Analyst, Practicing Trader
Professional Positioning With nearly a decade of active capital markets experience, Jessica Anderson dissects macro-micro linkages as both an investment analyst and a practicing trader. She is a recognized thought leader in behavioral alpha generation and regime-aware asset allocation.
Academic Foundation & Practice Jessica holds an M.Sc. in Finance from London Business School, where her dissertation—“Order Flow Imbalances and Mean Reversion in Fragmented Equity Markets”—proposed a novel latency-adjusted signal for intraday reversals. Before joining LIBINC, she executed systematic strategies at a $1.2B multi-strategy hedge fund, specializing in event-driven equity and volatility arbitrage across EMEA and Asian time zones.
Methodology & Unique Approach She rejects static valuation models. Jessica triangulates three distinct layers: microstructure data (tape reading, quote stuffing detection), flow-of-funds analytics (ETF primary market activity, options gamma exposure), and sentiment tomography from unstructured text (earnings call transcripts, regulatory filings). This multi-signal framework isolates dislocations where price diverges from probabilistic reality.
Key Competencies (Selected)
Implied vs. realized volatility forecasting using machine learning residuals
Correlation stress-testing under liquidity evaporation scenarios
Tactical mean-variance optimization with dynamic covariance shrinkage
Short-interest and fails-to-deliver pattern recognition
Mission at LIBINCHer mission is to translate institutional-grade trade logic into actionable frameworks for serious retail and emerging fund managers. Jessica helps readers distinguish regime shifts from transitory noise, size positions according to regime confidence, and construct portfolios that survive tail events without sacrificing upside convexity.
Recognition & Public Presence Jessica is a regular contributor to The Journal of Systematic Investing and has presented at the CBOE Risk Management Conference and Quant Con New York. She holds the CFA® charter and active membership in the CAIA Association. Her recurring series on “Volatility Regimes Unmasked” is cited by two quantitative factor research teams at tier-1 asset managers.
