Peter A. Lee

Analyst-Equity chez AlphaSimplex Group LLC

Profil

Mr. Peter A.
Lee is a Senior Research Scientist & Portfolio Manager at AlphaSimplex Group LLC.
Mr. Lee serves as a co-portfolio manager for the AlphaSimplex Global Alternatives Strategy.
In this role, he is focused on portfolio management, applied research in hedge fund-related strategies, and on overall capability development.
He has over 10 years of industry experience.
Mr. Lee joined AlphaSimplex in 2007.
He specializes in systematic single-name equity trading strategies, hedge fund factor replication, and modeling probabilistic dynamic systems using perspectives from probability, information theory, economics, and engineering.
His recent work involves designing representations of latent information that drive trading decisions.
Mr. Lee earned an A.B.
in Applied Mathematics (Decision and Control focus) with a minor in Economics from Harvard University.
He also earned an S.M.
in Operations Research from MIT.
His master’s thesis presented a novel technique for constructing sparse high-dimensional Gaussian models.

Postes actifs de Peter A. Lee

Sociétés	Poste	Début
AlphaSimplex Group LLC	Analyst-Equity	01/07/2007

Formation de Peter A. Lee

Harvard University	Undergraduate Degree
Massachusetts Institute of Technology	Graduate Degree