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 and is also a member of the Board of Directors. He also serves as a co-portfolio manager of certain funds advised by AlphaSimplex. He has over 10 years of industry experience.
Dr. Healy joined AlphaSimplex in 2007 and has held the roles of Senior Research Scientist, Director of Strategic Research, and Deputy Chief Investment Officer. He has developed various key elements of AlphaSimplex’s investment platform, including non-parametric investment models, volatility management overlays, and dynamic approaches to portfolio construction.
Dr. Healy earned an AB in mathematics and computer science from Harvard University, where he also received a PhD in theoretical computer science. His doctoral research focused on the uses of randomness in algorithms and cryptography, and introduced novel approaches to generating pseudo-random numbers together with new applications of these methods.
Fund that tactically adjusts exposures to global fixed income and equities using a systematic, quantitative approach.
Risk, return and correlation properties of hedge funds in a mutual fund, using proprietary hedge fund beta replication strategy with active risk management.
Seeks positive returns across market conditions using multi-model trend-following strategy with active risk management.
Equity allocation that uses a proprietary risk model to tactically adjust market exposure to US equities.