Toma Hentea

Toma Hentea, PhD. is a University Professor Emeritus with extensive research experience in developing quantitative system models with application to financial markets. His market exposure is varied in accordance to the state of leading US and global economic indicators. Options and leverage are used to enhance the performance of his investments.

Toma leads the investing group Adaptive Momentum Investing, where he applies computational algorithms to evaluate the market state (risk on/off). He uses adaptive momentum strategies to construct robust stock and ETF quant portfolios, aiming at achieving double digit annual returns. Learn more.