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اسم | العنوان | منذ | حتى |
---|---|---|---|
Kathryn M. Kaminski | Chief Research Strategist, Portfolio Manager | 2018 | الآن |
السيرة الذاتية | As Chief Research Strategist of AlphaSimplex, Dr. Kaminski conducts applied research, leads strategic research initiatives, focuses on portfolio construction and risk management, and engages in product development. Dr. Kaminski is a member of the Investment Committee. She also serves as a co-portfolio manager for the AlphaSimplex Managed Futures Strategy and AlphaSimplex Global Alternatives Strategy. Dr. Kaminski joined AlphaSimplex in 2018 after being a visiting scientist at the MIT Laboratory for Financial Engineering. Prior to this, she held portfolio management positions as a director, investment strategies at Campbell and Company and as a senior investment analyst at RPM, a CTA fund of funds. Dr. Kaminski co-authored the book Trend Following with Managed Futures: The Search for Crisis Alpha (2014). Her research and industry commentary have been published in a wide range of industry publications as well as academic journals. She is a contributory author for both the CAIA® and CFA® reading materials. Dr. Kaminski is a Senior Lecturer at the MIT Sloan School of Management and has taught at the Stockholm School of Economics and the Swedish Royal Institute of Technology, KTH. Dr. Kaminski earned an S.B. in Electrical Engineering and Ph.D. in Operations Research from MIT where her doctoral research focused on stochastic processes, stopping rules, and investment heuristics. Dr. Kaminski is a Chartered Alternative Investment Analyst® (CAIA®) Charterholder. She began her career in the investment industry in 2008. | ||
John C. Perry | Senior Research Scientist, Portfolio Manager | 2017 | الآن |
السيرة الذاتية | As a Senior Research Scientist and Portfolio Manager at AlphaSimplex, Dr. Perry serves as a co-portfolio manager for the AlphaSimplex Managed Futures Strategy. In this role, he is focused on portfolio management, applied research, and overall capability development. Dr. Perry joined AlphaSimplex in 2012. Prior to this, he worked for Soros Fund Management, where he researched and developed quantitative equity trading strategies and risk models. Previously, he worked on the proprietary trading desk at J.P. Morgan. Dr. Perry earned a B.S. in Computer Engineering from the University of Utah, an M.S. in Management and a Ph.D. in Electrical Engineering and Computer Science from MIT. His dissertation provided new insights into the neuroeconomics of market makers. | ||
Philippe P. Lüdi | Senior Research Scientist, | 2014 | الآن |
السيرة الذاتية | Philippe P. Lüdi, CFA®, joined AlphaSimplex in 2006 and currently serves as Senior Research Scientist, focusing on global macro strategies as well as system engineering. Dr. Lüdi received the equivalent of an M.A. in Molecular and Computational Biology from the University of Basel in 2000, followed by an M.S. in Statistics in 2002 and a Ph.D. in Bioinformatics in 2006, both from Duke University. Dr. Lüdi holds the designation of Chartered Financial Analyst®. | ||
Alexander D. Healy | Chief Investment Officer, Portfolio Manager | 2014 | الآن |
السيرة الذاتية | As Chief Investment Officer of AlphaSimplex, Dr. Healy is responsible for the day-to-day supervision of the research team and the implementation of the firm’s investment strategies. Dr. Healy is a member of the Investment Committee and Risk Committee. He also serves as a co-portfolio manager of certain funds advised by AlphaSimplex. | ||
Robert S. Rickard | Portfolio Manager | 2010 | الآن |
السيرة الذاتية | As a Portfolio Manager at AlphaSimplex, Mr. Rickard is responsible for managing the cash portion of the firm’s strategies. He has over 25 years of industry experience. Mr. Rickard joined AlphaSimplex in 2015. Prior to this, Mr. Rickard served as the Senior Vice President, Head of Portfolio Management and Trading, and Portfolio Manager at Reich & Tang Asset Management, LLC. Mr. Rickard joined Reich & Tang Asset Management in 1992, and focused on the management of short-term assets. Mr. Rickard began managing the money market portion of AlphaSimplex’s products while at Reich & Tang Asset Management, and continues that work at AlphaSimplex. Mr. Rickard earned a B.S. in Accounting from Siena College and an M.B.A. from Pace University. | ||
Robert W. Sinnott | Senior Research Scientist, Portfolio Manager | 2012 | 2019 |
السيرة الذاتية | As a Senior Research Scientist and Portfolio Manager at AlphaSimplex, Mr. Sinnott serves as a co-portfolio manager for the AlphaSimplex Managed Futures Strategy. In this role, he is focused on portfolio management, applied research, and overall capability development. Mr. Sinnott joined AlphaSimplex in 2009. He specializes in trend-following, term-structure, and pattern-based trading strategies, as well as trade execution optimization. He holds two patents in risk-managed index design. Mr. Sinnott earned both an A.B. and an A.M. in Statistics from Harvard University, where he focused on statistical machine learning, capital markets, and time series analysis. Mr. Sinnott is also a CAIA® Charterholder. | ||
Andrew W. Lo | Chairman and Chief Investment Strategist | 2010 | 2018 |
السيرة الذاتية | As Chairman of the Board of Directors and Chief Investment Strategist of AlphaSimplex, Dr. Lo directs the research agenda and, together with Chief Investment Officer Dr. David Modest, heads the research team. Dr. Lo also chairs the Investment Committee, which is responsible for vetting, approving, and documenting all investment strategies as well as assessing performance results and proposing and implementing design changes. He is also a permanent member of the Risk Committee and serves as a co-portfolio manager of certain mutual funds advised by AlphaSimplex. Dr. Lo has over 30 years of industry and academic experience. Prior to founding AlphaSimplex in 1999, Dr. Lo developed trading technologies and investment models for large financial institutions on a consultative basis. In addition to his AlphaSimplex responsibilities, Dr. Lo is the Charles E. and Susan T. Harris Professor at the MIT Sloan School of Management and director of MIT’s Laboratory for Financial Engineering. Dr. Lo has authored numerous journal articles and published several books, including Hedge Funds: An Analytic Perspective (2008), A Non-Random Walk Down Wall Street (1999), and The Econometrics of Financial Markets (1997). Dr. Lo earned a B.A. in Economics from Yale University as well as an A.M. and a Ph.D. in Economics from Harvard University. | ||
Peter A. Lee | Senior Research Scientist, Portfolio Manager | 2014 | 2017 |
السيرة الذاتية | As a Senior Research Scientist and Portfolio Manager at AlphaSimplex, Mr. Lee serves as a co-portfolio manager for the AlphaSimplex Global Alternatives Strategy. In this role, he is focused on portfolio management, applied research in hedge fund-related strategies, and on overall capability development. Mr. Lee joined AlphaSimplex in 2007. He specializes in systematic single-name equity trading strategies, hedge fund factor replication, and modeling probabilistic dynamic systems using perspectives from probability, information theory, economics, and engineering. Much of Mr. Lee’s recent work involves designing representations of latent information that drive trading decisions. Mr. Lee earned an A.B. in Applied Mathematics (Decision and Control focus) with a minor in Economics from Harvard University. He also earned an S.M. in Operations Research from MIT. His master’s thesis presented a novel technique for constructing sparse high-dimensional Gaussian models. | ||
Jeremiah H. Chafkin | CIO (Chief Investment Officer) | 2010 | 2014 |
السيرة الذاتية | Mr. Chafkin serves as Chief Investment Officer of AssetMark, Inc. Previously, Mr. Chafkin was a portfolio manager and CEO at AlphaSimplex Group, a liquid alternative asset management specialist. He joined AlphaSimplex in 2007 from Natixis Global Asset Management, where he served as President and CEO with responsibility for all of its affiliated managers in the United States and Asia. Prior to Natixis, Mr. Chafkin was with the Charles Schwab Corporation as a member of its Executive Committee. At Schwab, Mr. Chafkin headed the asset management and mutual fund divisions before serving as President of Schwab Advised Investing, overseeing equity research, mutual fund ratings, and all direct advisory services for retail clients. Before Schwab, Mr. Chafkin spent 15 years in senior management roles at Bankers Trust Company, most recently as CEO of Structured Investment Management and previously as COO of U.S. Asset Management, Chairman and President of Japan Bankers Trust Company, and Co-Head of Fixed Income. Mr. Chafkin earned a B.A. in Economics from Yale University and an M.B.A. in Finance from Columbia University. |
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