Richard Schmidt
Chicago-born quantitative investor and educator, Richard Schmidt combines CME trading roots, a PhD in Financial Economics from LBS and an EMBA from Johns Hopkins with senior roles at Citibank, Bridgewater and Two Sigma. As co-founder of GenesisEdge AI Holdings, he leads Σclipse AI and GenesisEdge Society, focusing on crisis-tested futures and multi-asset strategies supported by AI.
Overview
Richard Schmidt’s perspective is shaped by early futures trading at the CME, macro research at Citibank and Bridgewater, and quantitative portfolio work at Two Sigma. He treats markets as uncertain but measurable systems, where robust risk budgets, liquidity awareness and disciplined execution matter more than perfect forecasts. Through GenesisEdge Society, he argues that ordinary investors should access institutional-style tools, but only within transparent frameworks that explain assumptions, drawdowns and limitations.
- A Builds systematic strategies from macro data, market microstructure, volatility and trend filters, then tests them over long histories and stress scenarios before deploying capital or teaching them.
- B Uses the π-Pivot Mean Reversion framework to define structural pivots and probabilistic ranges, scaling entries, exits and position sizes with volatility regimes and liquidity conditions under strict risk budgets.
- C Integrates Σclipse AI as an AI-assisted screening and scenario engine across futures, equities, FX, bonds and crypto, while keeping human oversight, post-trade review and cohort-based education at the core of the process.
Born in Chicago in 1966, Richard Schmidt was introduced to futures and the Turtle Trading rules by his father, a CME trader. He studied at the London Business School, earning a BSc and a PhD in Financial Economics, and later completed an EMBA at Johns Hopkins. His career spans research at Citibank, macro strategy work at Bridgewater, quantitative and portfolio roles at Two Sigma, and finally co-founding GenesisEdge AI Holdings, where he leads Σclipse AI and large-scale investor training via GenesisEdge Society.
Career
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Citibank – Equity & Fixed Income Research Analyst
Builds foundations in company analysis, macro data interpretation and report writing, learning to treat markets as research problems where hypotheses must be tested against evidence rather than narrative alone.
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Bridgewater – Pure Alpha & Portable Alpha Work
After completing his PhD at LBS, contributes to macro and multi-asset strategies at Bridgewater, deepening his focus on diversified risk budgets, systematic rules and cross-asset portfolio construction.
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Two Sigma – Quant Researcher II & Portfolio Manager
Joins Two Sigma, develops the π-Pivot Mean Reversion strategy and later manages multi-billion-dollar emerging-market and multi-asset mandates, delivering notable performance through the 2008–2009 crisis and rebound.
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GenesisEdge AI – Σclipse AI & GenesisEdge Society
Co-founds GenesisEdge AI Holdings with former Jump Trading members, achieves strong futures and equity returns, and channels that experience into Σclipse AI V5.0 and GenesisEdge Society, guiding more than 100,000 learners across global markets.
Research & Focus
Investigates how prices oscillate around structural pivots shaped by macro conditions and microstructure, using volatility bands and scaling rules to capture mean reversion in futures and index markets while constraining risk. Emphasis is placed on scenario testing across crises and different liquidity regimes.
Explores Σclipse AI as a decision-support engine that ranks opportunities across equities, commodities, FX, bonds and crypto using macro indicators, sentiment, liquidity and correlation structures, supporting dynamic allocation while preserving human oversight and explicit risk budgets.
Focuses on designing trading systems and learning environments together, so investors understand assumptions, drawdown profiles and stress tests. Research examines how cohort-based training, case studies and feedback loops improve long-term decision quality more than isolated signals.