Richard Schmidt
Chicago-born quantitative investor and educator, Richard Schmidt blends CME trading roots with a PhD in Financial Economics from LBS and an EMBA from Johns Hopkins. After roles at Citibank, Bridgewater and Two Sigma, he co-founded GenesisEdge AI Holdings to build Σclipse AI and GenesisEdge Society, focusing on crisis-tested futures and multi-asset strategies supported by AI and structured training.
Approach
Richard Schmidt treats markets as noisy but measurable systems. His approach begins with macro and microstructure research, then builds rule-based strategies that are tested across crises, regimes and liquidity conditions. He prioritizes capital preservation, clear risk budgets and scalability before return targets. Within GenesisEdge Society, he translates this institutional mindset into stepwise playbooks that guide investors from simple futures examples to diversified, AI-supported multi-asset portfolios.
Opinion
- A Markets do not reward prediction confidence; they reward survival and repeatable edges. Schmidt argues that robust position sizing, liquidity management and diversification matter more than any single trade thesis or headline.
- B He views AI as a decision-support engine, not an oracle. Σclipse AI is designed to surface patterns, stress scenarios and ranking signals, while humans remain responsible for understanding assumptions, risk and trade-offs.
- C Schmidt believes investor education must include failure cases. In GenesisEdge Society he emphasises drawdowns, crisis behaviour and psychological traps, arguing that honest discussion of loss is essential to long-term performance.
Profile
Futures-focused quantitative portfolio manager and educator, with CME trading roots, LBS PhD, Johns Hopkins EMBA and senior roles at Citibank, Bridgewater, Two Sigma and GenesisEdge AI Holdings.
Career
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Citibank – Equity & Fixed Income Research Analyst
Begins professional career analysing companies and macro data, writing research on equities and fixed income. Builds the investigative mindset that later shapes his evidence-based approach to systematic trading and risk management.
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Bridgewater – Pure Alpha & Macro Strategies
After earning his PhD at LBS, joins Bridgewater and contributes to Pure Alpha and portable alpha ideas, deepening experience in diversified macro strategies, risk budgets and cross-asset portfolio design.
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Two Sigma – Quant Researcher II & Portfolio Manager
Moves to Two Sigma, develops the π-Pivot Mean Reversion framework and later manages multi-billion-dollar emerging-market and multi-asset portfolios, delivering notable performance through the 2008–2009 crisis and rebound.
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GenesisEdge AI – Σclipse AI & GenesisEdge Society
Co-founds GenesisEdge AI Holdings with former Jump Trading members, achieving strong futures and equity results and using that platform to build Σclipse AI V5.0 and GenesisEdge Society, training over 100,000 learners across global markets.
Research
Studies structural pivots in futures and index markets, using volatility bands and scaling rules to capture mean reversion. Emphasis is placed on regime analysis, liquidity conditions and crisis scenarios to keep drawdowns controlled while harvesting repeated oscillations.
Explores how Σclipse AI ranks opportunities across equities, commodities, FX, bonds and crypto by combining macro indicators, sentiment, liquidity and correlation structures. Research focuses on making AI outputs interpretable and aligned with explicit risk budgets.
Analyses how portfolios behave under stress, treating crises as tests of convexity where survival, position sizing and liquidity matter more than forecast accuracy. This work informs risk-budget frameworks used in GenesisEdge strategies and teaching.
Investigates how to design trading systems and educational curricula together so that investors understand assumptions, drawdown profiles and stress tests. Focus is on cohort-based learning, case studies and feedback loops that improve long-term decision quality.