Amir Alamir

Amir Alamir is a Quantitative Analyst at Holmes Investment Management, where he supervises factor research, systematic portfolio construction, and the development of quantitative strategies within the firm’s separately managed account (SMA) portfolios. His work involves researching and implementing equity factor models, evaluating signals, and building systematic frameworks that support portfolio allocation and risk management. 

 

Amir applies statistical modeling, numerical methods, and algorithmic techniques to study market behavior, evaluate factor performance, and improve portfolio robustness across varying market conditions. 

 

He is also committed to knowledge sharing and academic engagement. Amir serves as a guest lecturer at Boston University, contributing to graduate-level discussions on derivatives, quantitative trading, and modern financial markets. 

 

In addition to holding a CQF, Amir has cleared the Series 65 examination and is registered as an Investment Adviser Representative (IAR), enabling him to advise clients on investment strategies and portfolio management within the regulatory framework governing investment advisory firms.