As a Senior Research Scientist and Portfolio Manager at AlphaSimplex, John 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. He has over 15 years of industry experience.
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 JPMorgan.
Dr. Perry earned a BS in computer engineering from the University of Utah and an SM in management and a PhD in electrical engineering and computer science from MIT.
Seeks positive returns across market conditions using multi-model trend-following strategy with active risk management.