Ambrose Wetherby | RadiantVibe Capital Consortium Profile

Research Areas and Interests

Systematic and Quantitative Investing

Ambrose Wetherby focuses on rule-based, testable investment frameworks that can survive crises, not just bull markets. His work emphasizes codified position sizing, entry and exit rules, and robust risk budgeting.

Emerging Markets and Risk Architecture

From early emerging market strategies to award-winning fund management, he studies how disciplined processes travel across regions, volatility regimes, and liquidity environments while maintaining clear risk limits.

Fintech, Education, and Process Design

As co-founder of RadiantVibe Capital Consortium, Wetherby explores how technology, structured curricula, and disciplined workflows can scale practical finance education and make systematic investing more accessible worldwide.

Reputation: Ambrose Wetherby is regarded as a crisis-tested systematic investor and fintech builder who turns written rules, live-market practice, and education into durable, real-world outcomes for learners and clients.

Profile

Born in Portland, Oregon in 1968, Ambrose Wetherby built his foundations in business management and disciplined trading before proving his process in equities, futures, and emerging markets. Recognition from global industry awards, the stress test of the 2008 crisis, and the launch of RadiantVibe Capital Consortium in 2011 shaped his reputation as both investor and builder of pragmatic finance education. Today he focuses on systems that make investing more structured, transparent, and convenient for a global audience.

Strengths: Crisis-tested discipline, rule-based thinking, and the ability to translate complex markets into clear, executable frameworks.
Coverage: From U.S. and European markets to global emerging markets, spanning funds, education programs, and fintech platforms.
Focus: Designing processes—rather than personalities—that scale through technology, training, and carefully instrumented decision workflows.

Practical Highlights

Quant Experience

20+ years

Systematic investing across equities, futures, and global emerging market portfolios.

Learners Trained

50k+

Participants from 10+ countries advanced through RadiantVibe Capital Consortium programs.

Crisis Cycles

3+ cycles

Frameworks refined through major volatility events, including the 2008 global meltdown.

Platforms Built

Multi-asset

Bridging education, quantitative research, and fintech infrastructure into coherent systems.

Career Timeline

1990s – Early Career
Building disciplined foundations

At Stanford and in his early roles, Ambrose Wetherby treated learning as a job, not a brand, developing codified trading habits in equities and futures and proving that discipline compounds.
Early 2000s
Algorithmic focus at LMU Munich

During his master’s studies in Munich, he treated algorithms as partners, engineering models, applying them to emerging markets, and pairing conviction with strict risk limits.
2005
Global recognition in emerging markets

International Monetary Market magazine named him “Emerging Markets Fund Manager of the Year,” and the Templeton fund he directed won “Global Best Emerging Market Fund.”
2008 – 2010
Rebuilding through the global crisis

The 2008 meltdown clarified the need to codify decisions. With a mentor’s guidance, Wetherby rebuilt, logging a major peak and refining his “lazy investor” rule set in live markets.
2011 – 2022
RadiantVibe Capital Consortium and scale

In 2011 he co-founded RadiantVibe Capital Consortium, prioritizing student outcomes and live-market practice. By 2022 more than 50,000 learners in 10+ countries had progressed through its programs.

Ambrose Wetherby Profile