Robert Zingale Profile Picture
  • Education Cornell University
  • Qualifications BA Economics
  • Industry Internet

Robert Zingale

Individual Investor

When I am not working at Google, I have a passion for investing and have been actively investing for my personal accounts since I was an undergraduate. I was also involved with student run investment club while at Cornell University.

Investment style

Volatility statistical arbitrage

How I got started

Through my studies, I learned about the returns generated by backwardation and contango from futures. Therefore, I researched whether any futures tend to constantly stay in either backwardation or contango and were also easy to exploit. As a result, I found that volatility futures are consistently in contango. Additionally, I realized that the only way to accurately statistically model an asset was for the asset to have a mean reverting level. Since VIX futures have this characteristic as well, this is my investment strategy.

Personal Interests

In my spare time, I enjoy researching option trading strategies. Due to the complexities of option pricings, I find this area of trading to be the most interesting. I have found exploitable instances where the Black-Scholes pricing model breaks down due to its normal distribution assumption, especially on OTM LEAPS.

Investment models

  • Robert Zingale Volatility Mean Reversion

    See full details
    • Allocation Strategy Long-Short
    • Approach Quantitative
    • Asset Class Other Asset Class
    • Geography US
    Performance
    • -0.4%
      90 day
    • 23.9%
      365 day
    Avg. Sub.
    • -0.5%
      90 day
    Monthly vs S&P500
    robert zingale - volatility mean reversion
    0.4% 12 months
    5
    1% fee
Important Information

1. Performance of the model manager’s account is calculated by Covestor on a daily time-weighted basis, including cash and broker commissions. More

2. Past performance is no guarantee of future results. Periodic and since inception performance returns are calculated daily. Monthly vs. S&P 500 return and the corresponding spark chart is calculated to the most recent month end date.

3. The subscription minimum is the minimum subscription required to follow a particular model. The minimum amount is determined by Covestor, based on the characteristics of the underlying model. It should not be considered as specific investment advice for your investment situation.