The Management Team

Roman Lutz

Chief Investment Officer

Roman began his career in 1998 at Salomon Smith Barney. In 2001, he joined Morgan Stanley in London where he was in his last position heading the structured products business for Germany, Switzerland and Austria.In 2006, he joined AIG Financial Products where was responsible for providing solutions across all asset classes with a focus on asset & liability hedging of variable annuity products and regulatory capital transactions. In 2009, he founded Future Value Capital Ltd. which is a proprietary investment company and where he first developed and later managed investment strategies which capture alternative risk premia or monetize market inefficiencies.In 2011, he founded Future Value Capital LLP to be able to offer these strategies to investors. Roman is a CFA charter holder and holds an economic degree from the University of Applied Sciences (HWV) in St. Gallen.

Prof. Walter Distaso

Head of Research

Walter is also a professor of financial econometrics at Imperial College Business School. He holds a PhD from the University of York. Previously, he held positions at the University of Exeter and Queen Mary, University of London. He has also been a visiting professor at the IMF.His research interests are in the area of estimation, specification testing and prediction of financial volatility in continuous time models; analyzing macroeconomic and financial time series using long memory models; identifying the macroeconomic determinants of stock-market volatility; studying the dependence of multivariate financial time series using copulas; evaluating competing trading strategies; analyzing the features and the effects of market microstructure noise.He has published extensively in leading economic and econometric journals. He has advised several hedge funds on devising and optimizing trading strategies and asset allocation techniques.

Contact Us

Future Value Capital LLP
138 Holborn
Waterhouse Square
EC1N 2SW London
United Kingdom

+44 203 318 06 09