Leadership Team

Prof. Walter Distaso

Chief Scientist

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.

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 economics degree from the University of Applied Sciences in St. Gallen.

Harry Skaliotis

Head of Business Development

Harry has over 20 years of experience in the asset management industry. He began his career at JPMorgan Asset Management in 1998, initially in UK equities, before moving into the US and finally the Global equity team. Between 2005 and 2015 Harry headed up the client portfolio management team at AHL, Man Group's systematic macro division. He served on its Management Committee and was a founding member of the AHL Partnership. Between 2015 and 2019, Harry was a Managing Director in Man Group's Institutional Sales team. His primary responsibilities were coverage of UK clients across a broad spectrum of strategies which included systematic/discretionary hedge funds, equities, fixed income and real estate debt strategies. Harry has a 1st class degree in Economics from the London School of Economics, an MPhil in Finance from the Univesity of Cambridge and is a CFA charter holder.

 

Contact Us

Future Value Capital LLP
123 Buckingham Palace Road
SW1W 9SH London
United Kingdom

Tel:
+44 203 318 06 09

Email:
info@futurevaluecapital.com