Sidney Shauy,
MBA

Creator of the RISP 500™ and the SMIGRM Framework

Thirty years managing risk across the world's major financial markets — from the trading floors of Citigroup, Morgan Stanley, JPMorgan Chase, ABN Amro, Lloyds Bank, and BBVA in New York, Hong Kong, and São Paulo, including 15 years of independent risk management research in personal risk lab developing SMIGRM — through the Mexican Crisis, Asian Crisis, Russian Crisis, the 2000 dot-com collapse, the 2008 Global Financial Crisis, and the 2020 COVID crash.

That experience forged a conviction: the financial industry's risk management toolkit hasn't significantly evolved in decades since VaR and Monte Carlo. Portfolio management is still totally dependent on the correlation assumption holding. With the advent of the VIX Futures market, new possibilities emerged for data mining to read the mind and pulse of the market. After nearly a decade of research and testing, SMIGRM (Stock Market Investing Guided by Risk Management) and the RISP 500™ indicator emerged — and have been live-traded with publicly verifiable daily results since January 1, 2022.