Profile Overview

Rupert Ellington

Rupert Ellington is a quantitative investor and educator who turns disciplined observation into durable systems. From early trading success to global fund awards, he now channels his methods into practice-first finance education and rules-based, time-free investing.

Quantitative Investing Rules-Based Systems Behavioral Risk Control Experiential Education

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Overview

Rupert Ellington built his reputation by favoring resilient processes over short-lived outperformance. After proving his approach in equities and futures at Stanford, he refined it through graduate research in Munich and award-winning emerging market fund management. Today, he focuses on designing rule sets, risk frameworks, and educational structures that let investors participate in markets with less screen time and more discipline.

Strengths: Turning complex quantitative concepts into clear, testable rules and psychologically sustainable trading routines.
Focus: Rules-based multi-asset strategies, drawdown-aware risk management, and long-horizon portfolio design.
Responsibilities: Guiding research, mentoring practitioners, and shaping Cholame Finance Academy’s practice-first curriculum.

Practical Highlights

Experience

15+ yrs

Systematic portfolio design, emerging markets, and quantitative execution.

Industry Recognition

Awarded

Led an emerging markets fund that received global recognition for performance and process rigor.

Learner Reach

50k+

Participants engaged through Cholame Finance Academy across more than ten countries.

Career Highlights

Stanford
Early Quant Experiments and First Million

While at Stanford, Rupert Ellington tested systematic ideas in live equities and futures markets, building his first million and proving that disciplined rules could outperform intuition-driven trading.
LMU Munich
From Research to Code

During graduate studies at LMU Munich, he formalized his ideas into quantitative models, stress-testing them across emerging markets and refining execution rules under diverse conditions.
2005
Award-Winning Fund Leadership

Ellington’s work on an emerging markets portfolio earned major industry awards, validating his structured approach and cementing his reputation as a disciplined fund manager.
2008
Crisis, Mentorship, and Rebuild

The 2008 crisis exposed hidden vulnerabilities in many strategies. Rupert used the drawdown to refine his psychological tools and deepen his commitment to risk-aware, testable systems.
2011–Present
Cholame Finance Academy and “Lazy Investor” Systems

With peers, Rupert launched Cholame Finance Academy to embed rules-based trading into real-market learning. He continues to evolve a “lazy investor” framework aimed at scalable, time-efficient wealth building.

Rules-Based Multi-Asset Frameworks

Ellington studies how structured rule sets can span equities, futures, and FX, emphasizing robust parameter choices, live testing with small size, and gradual scaling once risk and slippage behavior prove stable.

Behavioral Leakage and Drawdown Design

His work focuses on limiting emotional interference by pre-defining stop levels, position sizing rules, and drawdown thresholds that keep traders aligned with process during volatile and stressful regimes.

Practice-First Finance Education

Through Cholame Finance Academy, Rupert explores experiential learning models where students operate in live markets, documenting strategies and decisions to build durable, evidence-based investing habits.