About Rob

Rob Hanna, founder of Quantifiable Edges and 2024 NAAIM Founders Award recipientRob Hanna is the founder of Quantifiable Edges, a quantitative market research service he has run since 2008. His research focuses on statistical analysis of U.S. equity markets — FOMC patterns, VIX dynamics, seasonal effects, gap behavior, market breadth, and other quantifiable edges. He was named the 2024 recipient of the NAAIM Founders Award and currently serves on the NAAIM Board of Directors.

Recent Recognition

Rob Hanna was named the 2024 recipient of the National Association of Active Investment Managers (NAAIM) Founders Award for his research paper “Chicken & Egg: Should you use the VIX to time the SPX? Or use the SPX to time the VIX?”

The paper can be downloaded from:

More info about the NAAIM Founders Award is at the bottom of this page.

Background

Rob graduated from Boston College’s Carroll School of Management in 1992. He spent most of the 1990s at Thomson Financial, working with a wide range of investment management firms. That exposure inspired him to trade on his own and start a fund. He launched a private investment partnership in 2001, and from 2003 to 2007 he published research and trade ideas at TradingMarkets.com. In 2004 he began doing more quantitative research, studies, and modeling. TradeStation and Excel were his main tools back then. In 2008 he founded Quantifiable Edges to publish that work publicly. Rob ran the private investment partnership through 2019, when he joined Capital Advisors 360 as an Investment Advisor Representative with a focus on quantitative and volatility-based models. These days he also uses Realtest, AMIBroker, Python, and AI in his research.

Areas of Expertise

  • FOMC and Federal Reserve announcement effects on markets
  • VIX dynamics and volatility analysis
  • Seasonal patterns in U.S. equity markets
  • Gap behavior and price action statistical analysis
  • Market breadth indicators
  • Quantitative trading methods and risk management

Current Roles

Rob ran a private investment partnership from 2001 through 2019 before joining Capital Advisors 360.

Speaking Engagements

Rob has been a featured speaker at annual conferences for:

  • CMT Association (formerly Market Technicians Association)
  • American Association of Professional Technical Analysts (AAPTA)
  • National Association of Active Investment Managers (NAAIM)

Publications

In 2010 Rob published The Quantifiable Edges Guide to Fed Days, available for purchase directly from Quantifiable Edges or on Amazon.

Rob’s research has also been featured in:

Podcast Interviews

Additional webinars and videos are available on the Quantifiable Edges YouTube Channel.

Find Rob Online

About the NAAIM Founders Award

Launched in 2009, the NAAIM Founders Award (formerly known as the NAAIM Wagner Award) is designed to expand awareness of active investment management techniques and the results of active strategies through the solicitation and publication of research on active management.

The 2007-2008 bear market, following on the heels of the 2000-2002 decline, led many investors to question the wisdom of buy-and-hold investing.

NAAIM members have always believed active is better. This competition is designed to support this position through sound research and shine the spotlight on those individuals advancing this field of study. Since 2009 the call for papers resulted in an international response, with authors from New Zealand, Great Britain, Canada, Germany, and India as well as the U.S., submitting research demonstrating advancements in active investment management and its potential.

The competition is open to all investment practitioners, academic faculty and doctoral candidates who submit an innovative topic in the area of active investing. This can be either a documented and justified investing approach or an exploration into the validity of active investing. Active investing topics can involve making investment decisions using technical analysis, quantitative analysis, etc. Papers can also address related topics such as position sizing techniques, money management approaches, scaling into and out of trades, exit strategies, etc.

The National Association of Active Investment Managers (NAAIM) is a non-profit trade group of 125 member firms nationwide, collectively managing over $15 billion annually. NAAIM’s purpose is to promote the common interests of those investment advisors who provide active investment management services to clients. NAAIM’s many professional development opportunities are headlined by its annual conference — Uncommon Knowledge — which is held each spring in locations around the U.S. Other events are held several times a year on timely topics for our members, as are teleconference and webinar events. For more information, visit www.naaim.org