September 22, 2016 - Alexander D. Healy, PhD
Join Us For Lunch With Speaker Alexander D. Healy, PhD
|Topic||Crisis Alpha and Trend Following Strategies|
|Date||Thursday, September 22, 2016|
|Time||Networking 11:30 am – 12:00, Lunch & Presentation – 12:00pm – 1:00pm|
|Location||Sullivan’s Steakhouse – Downtown
300 Colorado St., #200
|Speaker||Alexander D. Healy, PhD, Director of Strategic Research and Portfolio Manager for AlphaSimplex Group, LLC|
Crisis Alpha and Trend Following Strategies
How do trend-following strategies capture alpha opportunities when markets perform poorly? How do managed futures strategies identify market trends? This presentation will discuss these questions and provide additional insights into how managed futures strategies can add value in stressed market environments.
About Alexander D. Healy, PhD
As Director of Strategic Research of AlphaSimplex, Dr. Healy conducts applied research and product engineering with a focus on asset allocation, portfolio construction, and adaptive risk management strategies. Dr. Healy is a member of the Investment and Risk Committees and the Board of Directors. He also serves as a co-portfolio manager of the mutual funds advised by AlphaSimplex.
Dr. Healy joined AlphaSimplex in 2007. He has developed various key elements of AlphaSimplex’s investment platform, including nonparametric investment models, volatility management overlays, and dynamic approaches to portfolio construction.
Dr. Healy earned an AB in mathematics and computer science from Harvard University, where he also received a PhD in theoretical computer science. His doctoral research focused on the uses of randomness in algorithms and cryptography, and introduced novel approaches to generating pseudo-random numbers together with new applications of these methods.