AlphaSimplex specializes in absolute-return investment strategies that are implemented primarily with futures and forward contracts. Using leading-edge quantitative techniques, our unique approach to investing provides the adaptability and contextual decision-making usually associated with fundamental managers, but within a purely quantitative, risk controlled framework. Each of the firm’s investment strategies is based on a multi-model approach to portfolio management that seeks to generate alpha with greater consistency and that facilitates the regular addition of newly developed models.

Founded by MIT professor, Dr. Andrew W. Lo—an internationally recognized authority and thought leader in the areas of risk management and quantitative and behavioral finance—AlphaSimplex is an SEC registered investment manager that began managing strategies based on futures and forward contracts in 2003. In 2007, Natixis Global Asset Management acquired AlphaSimplex. Capital provided by the acquisition financed the addition of seasoned executives in business management and marketing, allowing Dr. Lo and his staff of research scientists to focus on developing next generation quantitative investment models and processes.

AlphaSimplex is a different kind of quantitative investment manager that seeks to find value even when market relationships change. AlphaSimplex believes that today’s rapidly shifting market dynamics call for a manager with an investment process whose core design principle is the ability to change and adapt.