Mr. Jason MacQueen Chairman, Alpha Strategies LLC, UK2 Talks
Jason MacQueen founded QUANTEC in 1980, which was the first firm to develop risk models for equity markets outside the USA. In 1984 QUANTEC launched the first global asset allocation model, which was enhanced in 1985 by the addition of currency hedging overlays and in 1986 by reverse optimization for... read moreefficient portfolio rebalancing. Jason also pioneered the development and use of multi-factor stock selection models in both the USA and Japan, and the investment track record of his long-term collaborators is exceptional. In the late 1990s he helped to develop the first truly global risk model and a global stock selection model, both incorporating global common factors. He is currently working with R-Squared to develop customized hybrid risk models for institutional investors and with Apollo Advisors, which uses a proprietary risk overlay system to manage a fund of funds and optimize the portfolio risk-return trade-off.