The Managed Futures Pinnacle Awards recognises excellence exclusively in the managed futures space. Presented by CME Group and BarclayHedge, the Awards honour the top managers in the industry today, while providing networking opportunities for 400+ alternative investment industry participants.
Dr. Lo founded AlphaSimplex in 1999. The firm draws from his extensive research in financial economics, risk management, and human behaviour. Prior to 2018, Dr. Lo served as Chairman of the Board of Directors and Chief Investment Strategist. During this period, he was a member of the Investment Committee and Risk Committee, as well as a co-portfolio manager of certain funds advised by AlphaSimplex.
Beginning in 2018, Dr. Lo serves as Chairman Emeritus and Senior Advisor. Dr. Lo will continue to pursue his cutting-edge research and academic work while working with AlphaSimplex to continue the connection between his research and AlphaSimplex products.
In addition to his role with AlphaSimplex, 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. His other interests include outreach efforts in applying financial engineering to accelerate biomedical innovation.
Dr. Lo has authored numerous journal articles and published several books, including Adaptive Markets: Financial Evolution at the Speed of Thought (2017), 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.
Any reference to a ranking and/or an award does not indicate the future performance of the UCITS/AIF or the fund manager.
For further reading
Crisis Alpha - Managed futures may provide shelter from storms and diversified returns in calm markets
Interview with Andrew Lo - Why Indexes Need to Enter the 21st Century
Natixis Investment Managers
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This communication is for information only and is intended for investment service providers or other Professional Clients. The analyses and opinions referenced herein represent the subjective views of the author as referenced unless stated otherwise and are subject to change. There can be no assurance that developments will transpire as may be forecasted in this material.