Our Philosophy

Orthogonal Capital Management aims to provide high net worth and retail investors with the best in quantitative models in order to maximize their risk to return profile. We do this by integrating the best in statistics, technology, machine learning, and quantitative finance.

We are constantly testing, refining, and identifying potential iterations in order to improve our algorithms. Our investment services were developed with the same level of care that we give to those closest to us; we will be managing the money of our family, friends and the executive team.

Academic Research

Our research team are published authors in leading academic journals.

Machine Learning

Our algorithms use cutting edge machine learning to select stocks.

Risk Management

Our strategies use proprietary statistical analysis to determine the securities weighting.

Our Story

The investment landscape is filled with high fee, low performance products and services that are coupled with high levels of risk and incentives to generate sales commissions, instead of client performance. The team at Orthogonal was created to deliver academically sound, quantitative, and technologically driven products that offer superior risk to return profiles for our family, friends and the world.


investments that work for you.

Our Team

We are 100% management-owned and invest alongside our clients. Our company was founded with the best interests of our loved ones, families, and friends in mind. We wanted to build something in which our parents could confidently invest. Our strength is in our diversity; we bring together expertise from mathematics, academia, entrepreneurship, securities, venture capital, hedge fund management and accounting. We’ve worked at startups, investment funds and large-cap corporations in Toronto, Montreal, New York, California, and Europe.

Let us work together to meet your investment goals.

Chelsea

Chelsea Longaphy

Managing Director, Operations

Chelsea leads operations, including marketing, administration and corporate governance. She has broad experience in financial structuring, regulatory administration and governance. She has worked on private exempt market bond offerings, at a public equities investment research firm and consulting on impact investment strategies for corporations, startups and nonprofits. Chelsea holds a Bachelor of Commerce from McGill University.


Kyle

Kyle Balkissoon

Managing Director

Kyle is an expert and practitioner in quantitative analysis, data science and portfolio management. Through his work at IBM and KKB R&D, he has developed numerous custom portfolio management and algorithmic trading solutions for various hedge funds using the latest in financial theory, advanced statistics and data science. Kyle holds a Master of Science degree from EDHEC Business School in Financial Markets and a Bachelor of Science (B.Sc) degree in Mathematical Science and a Bachelor of Arts degree in Economics both from McMaster University. He has contributed to open source projects in R and given technical presentations at industry conferences.


Michael

Michael Fong

Managing Director

Michael leads overall firm management, finance and assists in product development. Michael is a frequent collaborator of Kyle in quantitative analysis, portfolio optimization and machine learning. Michael currently manages the risk of BMW Group Canada’s $4 billion lease portfolio. Michael holds a Master of Business Administration degree from DeGroote School of Business, McMaster University, majoring in Financial Management and Accounting. He also holds an Honours Bachelor of Science (B.Sc Hons.) degree in Mathematics and Statistics from McMaster University. Michael is a Chartered Public Accountant.

Bernie

Bernie Li

Corporate Development

Bernie leads business development and strategic growth. Bernie has over 10 years of experience working at venture capital and private equity funds. Previously, Bernie co-founded Pure Energies, a leading provider of residential solar solutions that provided home owners with financial and environmental benefits. Pure Energies was acquired by NRG Energy Inc (NYSE: NRG), a Fortune 250 company. Bernie also held investment roles with iNovia Capital, Carrot Capital and Scotia Merchant Capital. Bernie has consulted for MaRS Discovery District as the Senior Advisor for Capital Programs.



Radovan Danilovsky

Managing Director, Portfolio Manager

Radovan leads portfolio management and compliance. He previously worked for boutique firm Accilent Capital Management, where he supported the Portfolio Manager in new product creation, monitoring and evaluation of portfolio performance and regulatory filings and reporting. Prior to Accilent, Radovan worked as an R&D tax and geophysical consultant and controller for a large pharmaceutical company. He holds a Masters in Management from ESSEC Business School and ParisTech and a Master of Sciences in Applied Mechanics from UPMC, Paris VI. Radovan has earned an Hons. BSc in Physics and Life Sciences from University of Toronto and holds the CIM designation.

 

Connect with us

Our team is ready to work with you and see how services can help you meet your financial goals.