Английская Википедия:AlphaSimplex Group

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AlphaSimplex Group (AlphaSimplex) is an American investment management firm based in Boston. The firm relies on quantitative analysis for its approach to investing.[1][2][3]

On October 20, 2022, it was announced that Natixis Investment Managers would sell AlphaSimplex to Virtus Investment Partners.[4][5] The acquisition completed in April 2023.[6]

Background

AlphaSimplex was founded in 1999 by Andrew Lo.[2][7][8] Lo is a professor of Finance at MIT Sloan School of Management.[7][8][9][10] He was chairman and Chief Investment Strategist of the firm until 2018 when he transitioned to his current role as chairman emeritus and Senior advisor.[10][11][12]

In 2007, Natixis Investment Managers acquired AlphaSimplex.[7][11] In the same year, AlphaSimplex and Credit Suisse launched the first 130–30 fund index.[13]

The firm's most notable funds are its Managed Futures Strategy Fund launched in 2010 and its Global Alternatives Fund launched in 2008.[1][2][3][8][14] Its Managed Futures Strategy Fund uses a quantitative approach to trend following.[1][3][8][10][14] Its Global Alternatives Fund is a mutual fund that provides the strategies and properties of hedge funds to average investors who otherwise would not be able to invest in hedge funds due their strict investor requirements.[2][10] The firm also had a Liquid alternative fund called Diversifying Strategies Fund that was launched in 2009 but closed in 2013 due to poor returns.[15]

The firm is registered with the Commodity Futures Trading Commission as a commodity pool operator (CPO) and commodity trading advisor (CTA).[14][16] Since 2010, flat fee trend following has been its flagship CTA strategy.[14]

References

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External links

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