Picture Luiz Felix, APG


Luiz Felix

senior portfolio manager, APG Asset Management

Luiz Felix is senior portfolio manager at APG Asset Management. Luiz has worked in financial markets since 2001, starting his career as a fixed income portfolio manager in Brazil. In 2005, he joined ABN AMRO Asset Management in Amsterdam as a quantitative investment strategist. Since 2008 he works at the Asset Allocation & Overlay (AA&O) team of APG Asset Management. In AA&O Luiz has managed several derivative-based strategies, ranging from hedging and protection programs to systematic active strategies as well as a global macro hedge fund portfolio.

He is the main designer of APG’s tactical asset allocation (TAA) and the active FX mandates. Lately, his research focus on the application of artificial intelligence techniques to investing, leading him to develop natural language processing- and deep learning-based investment strategies. Luiz holds a PhD in Finance from the VU University.