Andrew Lo

Founder at AlphaSimplex Group LLC

Andrew Lo

Andrew Lo

Founder at AlphaSimplex Group LLC

Overview
Career Highlights

NASDAQ OMX BX, Inc.
AlphaSimplex Group LLC

RelSci Relationships

2311

Number of Boards

11

Number of Awards

7

Relationships
RelSci Relationships are individuals Andrew Lo likely has professional access to. A relationship does not necessarily indicate a personal connection.

Chief Compliance & Risk Officer at AlphaSimplex Group LLC

Relationship likelihood: Strong

Chief Investment Officer & Portfolio Manager at AlphaSimplex Group LLC

Relationship likelihood: Strong

Director, Chief Executive Officer at AlphaSimplex Group LLC

Relationship likelihood: Strong

Co-Editor at Annual Review of Financial Economics

Relationship likelihood: Strong

Former Chief Investment Officer at AlphaSimplex Group LLC

Relationship likelihood: Strong

Chief Financial Officer at AlphaSimplex Group LLC

Relationship likelihood: Strong

Former Head of Manager Selection at Soros Fund Management LLC

Relationship likelihood: Strong

Co-Editor at Annual Review of Financial Economics

Relationship likelihood: Strong

Former Chief Regulatory Officer at NYSE Group, Inc.

Relationship likelihood: Strong

Co-Founder at Catholic Investment Services, Inc.

Relationship likelihood: Strong

Paths to Andrew Lo
Potential Connections via
Relationship Science
You
Andrew Lo
Founder at AlphaSimplex Group LLC
Education
AM in Economics
Class of 1984

The oldest corporation in the Western Hemisphere is the Harvard Corporation, known formally as the President and Fellows of Harvard College. It is the smaller of Harvard’s two governing boards; the other is the Board of Overseers. Following are the members of the Harvard Corporation.

BA in Economics
Class of 1980

Yale University is an American private Ivy League research university located in New Haven, Connecticut. Founded in 1701 in the Colony of Connecticut, the university is the third-oldest institution of higher education in the United States.

Career History
Founder
1999 - Current

AlphaSimplex specializes in absolute-return investment strategies hat 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

Director, Laboratory for Financial Engineering
Current

MIT Sloan School of Management is the business school of the Massachusetts Institute of Technology, in Cambridge, Massachusetts, USA. MIT Sloan offers bachelor's, master's, and doctoral programs, as well as non-degree executive education. Its largest program is its full-time MBA, which is one of the most selective in the world, with students from more than 60 countries every year, and ranked #1 in more subjects than any other MBA program.

Research Associate
Current

Founded in 1920, the National Bureau of Economic Research is a private, nonprofit, nonpartisan research organization dedicated to promoting a greater understanding of how the economy works. The NBER is committed to undertaking and disseminating unbiased economic research among public policymakers, business professionals, and the academic community. Over the years the NBER's research agenda has encompassed a wide variety of issues that confront our society. Early research focused on the aggregate economy, examining in detail the business cycle and long-term economic growth. Simon Kuznets' pioneering work on national income accounting, Wesley Mitchell's influential study of the business cycle, and Milton Friedman's research on the demand for money and the determinants of consumer spending were among the early studies done at the NBER.

Boards & Committees
Member, Competitive Markets Advisory Council
Current

CME Group, Inc. operates as a security and commodity exchange company. It provides the risk management and investment needs of customers around the globe. The company offers a wide range of products across various asset classes based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex electronic trading platform across the globe and its open outcry trading facilities in Chicago and New York City. The company also provides clearing and settlement services for exchange-traded contracts, as well as for cleared over-the-counter derivatives transactions. It also offers market data services-including live quotes, delayed quotes, market reports and a comprehensive historical data service and has expanded into the index services business through CME Group Index Services. CME Group was founded in 1898 and is headquartered in Chicago, IL.

Member, Economic Advisory Board
Tenure Unconfirmed

National Association of Securities Dealers, the former name of the American self-regulatory organization for broker-dealers, now known as the Financial Industry Regulatory Authority.

Political Donations
$2,300
2008

Former President of United States

$2,000
2004

Representative from Massachusetts's 7th Congressional District

Transactions
Details Hidden

AlphaSimplex Quantitative Global Macro Fund LP raised money in a private placement transaction

Awards & Honors
2012
TIME - 100 Most Influential People in the World
2001
IAFE/SunGard Financial Engineer of the Year Award
Guggenheim Fellowship
Events
Speaker
Los Angeles, CA, United States
2012 Milken Institute Global Conference

Through a unique international agenda and some of the smartest speakers on the planet, the Milken Institute Global Conference tackles the world’s most difficult challenges in an array of fields - from finance and philanthropy, to the environment and education, to government and health.

Speaker
Hollywood, FL, United States
2009 Commonfund Forum

Commonfund Forum is recognized year-in and year-out as the premier investment conference designed exclusively for sophisticated institutional investors representing endowments and foundations, pension funds, healthcare systems, charities and other select investors. Attendance at Commonfund Forum is by invitation only and limited to 550 senior investment staff and governing boards of eligible institutional investors. There is no registration fee for Commonfund Forum; however participants are responsible for their hotel stay and travel. Commonfund Forum is generally held the second week of March each year in Florida at either the Westin Diplomat in Hollywood, Florida or the JW Marriott in Orlando. The program is a three-day intensive series of plenary sessions and breakout meetings focused exclusively on key issues of investment policy, strategy, risk management and governance. Each year we attract more than 60 outside speakers to the program representing the leaders from the investment community, academia, government, public policy groups, endowment and foundations, plan sponsors and more. Click on the links below for more information on past programs:

This web site is not endorsed by, directly affiliated with, maintained, authorized, or sponsored by Andrew Lo. The use of any trade name or trademark is for identification and reference purposes only and does not imply any association with the trademark holder. The Presence of Andrew Lo's profile does not indicate a business or promotional relationship of any kind between RelSci and Andrew Lo.