Our Team
An International Team of Practitioners & Academics

Acanto was founded in 2015 by Christian Dunis, Hans-Jörg von Mettenheim and Sylvain Barthélémy. We share the same belief that mathematical and statistical methods do generate long-term sustainable returns for our clients.

We are an international team of practitioners and academics and most of us have been involved for several years or even decades in economic consulting and quantitative investment strategies. We have diverse backgrounds (quantitative traders, mathematicians, economists and engineers), but we all share a passion for the development and implementation of practical quantitative trading algorithms.

The Management Team:

Christian DUNIS, Founding Partner

Christian has been a consultant to asset management firms for many years, specialising in the application of nonlinear methods to financial management and quantitative trading. At Acanto, he has promoted the use of state-of-the-art mathematical and statistical methods to generate long-term sustainable returns and trading platforms geared to limiting downside risks and drawdowns.

He is Emeritus Professor of Banking and Finance at Liverpool John Moores University where he directed the Centre for International Banking, Economics and Finance (CIBEF) from February 1999 through August 2011. He is also a Visiting Professor of Quantitative Finance at the University of Venice, at the Doctoral School of the University of Aix-Marseille II and at the ECE School of Engineering in Paris.

Before joining Liverpool John Moores University in 1998, Christian Dunis was Global Head of Markets Research at Banque Nationale de Paris which he joined from Chase Manhattan Bank in 1996. At BNP, he managed the Markets Research Group, a 23-strong team covering Foreign Exchange and Fixed Income strategies, developing its technical capabilities and determining the overall architecture of BNP's quantitative models. At Chase Manhattan, where he stayed 11 years, he headed the Quantitative Research & Trading group, a quantitative proprietary trading group using state of the art modelling techniques to trade a portfolio of spot currencies, stock indices and Government bond futures contracts. From 2011 through 2015 he was Joint General Manager in charge of global risk and new products at Horus Partners Wealth Management Group SA in Geneva (Switzerland).

He is the organiser of an International Quantitative Finance Conference on ‘Forecasting Financial Markets’ held every year since 1994 in late May/early June.

Hans-Jörg VON METTENHEIM, Founding Partner

Hans-Jörg is responsible for operating the quantitative models as well as the development of advanced artificial neural network models.

Hans-Jörg is also a professor for Decision Support Systems at Leibniz University of Hanover. His focus is on producing actionable advice when faced with complex, non-linear, dynamical systems. He applies this not only in the field of quantitative trading models but also for the modeling and optimal control of large energy systems. Additionally, Hans-Jörg has developed the reix risk management web application and platform for assessing and reducing risk in mutual funds and alternative investment funds. He is a member of the board of directors of a Luxembourg based investment fund. Within his function as financial institution risk advisor he has developed various valuation models for real estate portfolios and for exotic assets like classic cars.

Hans-Jörg has experience in setting up and running investment structures, for example UCITS and Alternative Investment Fund. As such he is also responsible at Acanto Holding for advising clients with respect to the optimal structure they can use to invest their funds and be in accordance with the relevant national and international regulations.

Hans-Jörg is the author of numerous publications in the finance and engineering domain. He has extensive teaching experience in Computational Finance and related areas. He is a member of the Operational Research Society and the German Finance Association. Hans-Jörg is a fan of interdisciplinary cooperation and has worked with teams based in France, United Kingdom, Poland, the Netherlands, the United States of America.

Sylvain BARTHELEMY, Founding Partner

Sylvain has promoted his expertise on macroeconomics analysis and risk management, as well as the use of advanced machine learning and modern smart data techniques, applied to generate long-term sustainable returns and trading platforms geared to limiting downside risks and drawdowns.

Apart from his assignment at Acanto Research, Sylvain is consultant in economic analysis and risk management at TAC ECONOMICS, a company he joined in 1995 after a short assignment with the Rennes School of Management where he studied the financial issues facing small and medium size enterprises. He is now CEO and Head of Research, and oversees all the quantitative development, statistical instruments and risk measurements that TAC ECONOMICS is developing for its customers. He is the lead-person for TAC ECONOMICS’ development of advanced statistical analyses and instruments, including the most recent non-linear techniques. He is in charge of all quantitative developments, notably in the field of database construction, advanced statistical analysis, text mining survey realisation and analysis on macroeconomics as well as industry and corporate issues.

Sylvain has applied his economic, modelling and quantitative expertise in the field of early warning systems and artificial intelligence applied to the detection of economic and financial crises, but also on trade, investment and development issues, including studies on transition economies, with strong experience in collection, screening and analysis of economic, financial and textual data. He has brought this focused expertise in many assignments for the European Commission and the United Nations, notably for the EU-China Economic Observatory and the regular evaluation / assessment of the EU Aid for Trade data.

Sylvain is member of the American Economic Association (AEA), of the Global Association of Risk Professionals (GARP) and is a member of the scientific committee of the Forecasting Financial Markets international conference. He is also engaged in academic activities, including positions as senior lecturer in the field of data mining financial applied to economic modelling. He has authored a large number of academic articles in the field of economics and finance, most of which characterized by a heavy dose of quantitative analysis.

Research Associates:

Andreas KARATHANASOPOULOS, Head of Advisory, Middle East

Andreas is Professor of Finance at the University of Dubai. He holds a PHD from Liverpool John Moores University. His research interests include modeling financial markets using non-linear methods. He has a focus on building trading systems using artificial intelligence. For example he developed systems for trading foreign exchange and has also published extensively on this topic. Before joining the University of Dubai Andreas has held positions in London and in Beirut.

Andreas has published numerous papers in academic journals. He has taught a multitude of finance courses at the Master level.