Quant finance research with a focus on FX and systematic trading strategies.
My name is Dominik Mueller. I am Head of Currency Management at B. Metzler seel. Sohn & Co. AG in Frankfurt, one of the world's oldest private banks, family-owned since 1674. I joined Metzler in 2013 to help establish the currency management team, now a leader in FX overlay solutions for institutional and multinational clients. Previously, I worked in currency overlay at Berenberg Bank, developing quantitative FX models and managing client risk, and earlier held roles at banks in Frankfurt, Hamburg, and London. I hold an MSc in finance from Imperial College London (foreign exchange specialisation) and a BSc in business studies (finance and insurance risk management) from the University of Hamburg.
Everything I publish here is freely accessible under the MIT licence. I strive to credit all external sources and hope you will do likewise when using my work. While I share my research and code openly to foster transparency and collaboration, I cannot release underlying data bound by commercial licence agreements.
Everything I write is my own personal opinion and does not necessarily reflect the opinion of my employer. Nothing I write is investment advice. You invest at your own risk. Past performance is no indicator of future performance.