Or Cohen

I am a quantitative researcher and advisor speciliased in portfolio and risk management.

My areas of interest are the application of machine learning and neural networks in systematic trading, portfolio management, global macroeconomics, and factor investing.

I hold an MBA with a major in Finance (Magna Cum Laude) from EDHEC Busniess School and a B.A. in Economics from the University of Haifa. Currently I read for the CFA program (passed Level 1).

Currently I work as a Senior Quantitaitive Analyst at eToro. Previously, I have worked at Pagaya, Morningstar,Bank Leumi and Amadeus (France).

Email / Linkedin / Github / Tableau

Writing

• 2025-03-26 Hebrew: Interpreting Earnings Calls - LLM Driven Alpha Factors

• 2025-03-06 Profit Sensitive Credit Risk Models - Part 2

• 2025-02-24 Profit Sensitive Credit Risk Models - Part 1

• 2025-02-10 Let The Best Ideas Win - Analyzing SEC 13F Filings

• 2025-01-15 Regime Based Dynamic Asset Allocation - Part 2

• 2025-01-02 Regime Based Dynamic Asset Allocation - Part 1

• 2024-12-08 Change Point Detection with Statistical Jump Models

• 2024-11-12 Cross Sectional Momentum with LambdaMART