Philippe P. Lüdi, PhD, CFA®
Senior Research Scientist, Portfolio Manager
AlphaSimplex Group, LLC
As a Senior Research Scientist and Portfolio Manager at AlphaSimplex, Dr. Lüdi serves as a co-portfolio manager for certain funds advised by AlphaSimplex. In this role, he is focused on portfolio management, applied research, and overall capability development.
Dr. Lüdi joined AlphaSimplex in 2006. He has been involved in system engineering as well as global macro strategies.
Dr. Lüdi earned the equivalent of an M.A. in Molecular and Computational Biology from the University of Basel. He also received an M.Sc. in Statistics and a Ph.D. in Bioinformatics, both from Duke University. In his doctoral program, Dr. Lüdi applied a Monte Carlo approach to risk analysis and developed a machine-learning algorithm applied to medicine that was subsequently featured in The Wall Street Journal. Dr. Lüdi is also a CFA® Charterholder.
CFA® and Chartered Financial Analyst® are registered trademarks owned by the CFA Institute.
1824870.4.1
Funds Managed
AlphaSimplexGlobal Alternatives Fund
Risk, return and correlation properties of hedge funds in a mutual fund, using proprietary hedge fund beta replication strategy with active risk management.
AlphaSimplexManaged Futures Strategy Fund
Seeks positive returns across market conditions using multi-model trend-following strategy with active risk management.