President and Chief Investment Officer
Rampart Investment Management Company, LLC
Ronald Egalka is president and chief investment officer of Rampart Investment Management Company, LLC, a firm that he co-founded in 1983, which became an investment management affiliate of Virtus Investment Partners in 2012.
Mr. Egalka oversees the development and implementation of Rampart’s investment strategies and tactics. He has created or contributed to a variety of analytical and management tools, including the Rampart Time Premium Index, published weekly in Barron’s; the Rampart Volatility Indexes; and the Rampart Options Management System (ROMS®), the proprietary options technology platform used exclusively by Rampart’s portfolio managers to execute the company’s equity options strategies.
As one of the early pioneers in personal computers and quantitative hedging, Mr. Egalka was a founding director of the Boston Computer Society, charter member of the National Options and Futures Society and a Founder of the Boston Options Society. From 1973 to 1981, Mr. Egalka was a portfolio manager and senior research officer at The Boston Company, specializing in hedged equity strategies. In 1981, he joined Colonial Management Associates, where he developed and managed an options-based open-end mutual fund and many portfolio hedging capabilities.
A longtime proponent of hedged equities as an asset class, Mr. Egalka focused on helping create an industry benchmark for options programs. The creation and subsequent launch of the Chicago Board Options Exchange’s (CBOE®) CBOE/S&P 500® BuyWrite Index (BXMSM) in 2002 was the realization of that objective. In March 2003, the CBOE announced that Rampart was the first licensee of the BXM, which became the strategic basis for a variety of new Rampart index option investment vehicles.
Mr. Egalka is a member of the CBOE Institutional Investor Advisory Committee and a life trustee of the U.S.S. Constitution Museum. He is frequently quoted in the business and financial press about volatility, options, and trends in options investment, including in The Financial Times, The Wall Street Journal, Bloomberg News (and TV), Reuters, and Pensions & Investments. Mr. Egalka is a visiting lecturer on derivatives at Boston College and has been a regular presenter at the annual Risk Management Conference sponsored by the CBOE.
Mr. Egalka served in the U.S. Army and U.S. Army Reserves and is a graduate of the Boston University School of Management and the Harvard Business School. He began his career in the investment industry in 1971.