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Now On Demand
Today’s persistent inverted yield curve may be the longest we’ve ever experienced, and it’s possible we may not see a recession until after the yield curve returns to a more normal shape. What does that mean for the markets today?
During this webinar, Helios’ team of quantitative experts, including Chris Shuba and Jason Van Theil will dive into the topic of yield curve inversions, exploring prior yield curves over the last several decades to uncover what caused them, the actions taken by the Fed before, during and after, the relationship of inverted yield curves to recessions, and more.
Join us to find out:
- How the inversion and the Fed’s actions impacted inflation and economic expectations
- The economic situation before, during, and after previous inversions
- The market events leading up to, in response to, and several months after previous inverted yield curves
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I’ve spent most of my career helping financial advisors navigate market volatility, improve client outcomes and communicate more effectively with their clients. After spending time at Ameriprise Financial and as a Senior Quant Analyst at Columbia Threadneedle, I joined Westlake, Grahl and Glover as Chief Investment Officer and began developing mathematical models and algorithms that garnered interest from a broad range of financial advisors across the nation.
In 2016, I founded Helios Quantitative, LLC on the foundation of a pressure-tested, research-backed and statistically relevant approach to investment management, which mitigates risk, drives a compounding effect and provides a powerful differentiator for advisory firms. Helios was built to help advisors, practice owners and investment committees increase scale and efficiency and communicate with more confidence by providing investment support and research, model design, portfolio and model analyses, compliance documentation and ongoing education.
As Chief Executive Officer at Helios, I influence the assets of more than 800 advisors that collectively manage over $30 billion.
I earned a BS in business finance and law from the Opus School of Business at the University of St. Thomas, hold a FINRA Series 7, and have completed the Level 1 CFA. I’ve also had the opportunity to speak and contribute at industry events hosted by State Street, JP Morgan, Standard & Poors Global Indices, and more. In 2015, I was named Sacramento Area’s “Face of Investing” by Sacramento Magazine.
*Vantage Financial partners with Helios Quantitative to use their mathematically based algorithms and data to determine the best investment choice for their clients. |
As Director of Research, Jason Van Thiel leads analysis and product development for Helios Quantitative Research. He develops the strategies and innovations that sit at the center of Helios’ investment models. Jason incorporates thoughtful design and meticulous detail into each product that makes its way from his department into the portfolios used by advisors and their clients. He is an idea specialist, examining capital markets for the hidden advantages that separate Helios models from those of competitors.
Building on nearly two decades of experience in financial services, Jason joined Helios from Charles Schwab, where he was a Senior Manager in Business Strategy. Prior to that, he was the pre-IPO Director of Asset & Wealth Management at SoFi and was named Vice President for Mount Yale Capital Group, a portfolio design, asset management and investment product development firm.
Jason holds an MBA from the University of California, Berkeley, and is a graduate of the University of Minnesota. He resides in Minneapolis, MN. |
