Profile
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.
Peter A. Lee active positions
Companies | Position | Start |
---|---|---|
AlphaSimplex Group LLC
AlphaSimplex Group LLC Investment ManagersFinance AlphaSimplex Group LLC (AlphaSimplex) is a SEC-registered investment adviser and hedge fund manager headquartered in Boston, Massachusetts. The firm was founded in 1999 and became an investment affiliate of Virtus Investment Partners, Inc. (Nasdaq: VRTS) in 2023. AlphaSimplex provides discretionary and non-discretionary services to investment companies, private funds, corporations, state or municipal government entities, and other business entities. | Analyst-Equity | 30/06/2007 |
Training of Peter A. Lee
Harvard University | Undergraduate Degree |
Massachusetts Institute of Technology | Graduate Degree |
Experiences
Positions held
Connections
1st degree connections
1st degree companies
Male
Female
Members of the board
Executives
Linked companies
Private companies | 1 |
---|---|
AlphaSimplex Group LLC
AlphaSimplex Group LLC Investment ManagersFinance AlphaSimplex Group LLC (AlphaSimplex) is a SEC-registered investment adviser and hedge fund manager headquartered in Boston, Massachusetts. The firm was founded in 1999 and became an investment affiliate of Virtus Investment Partners, Inc. (Nasdaq: VRTS) in 2023. AlphaSimplex provides discretionary and non-discretionary services to investment companies, private funds, corporations, state or municipal government entities, and other business entities. | Finance |
- Stock Market
- Insiders
- Peter A. Lee