Philosophy

We think that the best way to generate consistent returns is to develop strategies that are capable of adapting to changing market conditions.

This is the essence of the Adaptive Markets Hypothesis applied to investment management.

Our investment philosophy is based on the Adaptive Markets Hypothesis, a theory of market behavior proposed by AlphaSimplex’s Chairman and Chief Investment Strategist, Dr. Andrew W. Lo. It is premised on the idea that markets are made up of people whose judgments are based on a broad set of factors that are not always easily measured and the relative importance of which are subject to change. As a result, the inter-play between market risk and return is often based on investor perceptions rather than actual market risk. This misalignment can cause investor expectations and experience to deviate sharply, sometimes with unfortunate consequences, but it also creates opportunities for disciplined systematic investment processes.

What we believe

– Market dynamics and efficiency will vary over time and investment strategies must allow for this
– Risk premiums, market volatility, and cross-asset correlations will vary over time
– Any single model’s effectiveness will vary over time
– Sophisticated risk, model, and factor attribution analytics can help identify opportunities for innovation and adaptation
– Risk management can be an important source of alpha

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Today’s rapidly changing market dynamics call for investment strategies designed with the ability to adapt.

DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

BY ACCESSING THIS SITE, YOU ARE REPRESENTING AND WARRANTING THAT THE APPLICABLE LAWS AND REGULATIONS OF YOUR JURISDICTION ALLOW YOU TO ACCESS THE WEBSITE, AND THAT YOU HAVE UNDERSTOOD AND ACCEPTED THE TERMS, CONDITIONS AND RESTRICTIONS NOTED HEREIN, INCLUDING THE PROVISIONS UNDER THE TERMS OF USE FOR THIS WEBSITE.

DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

BY ACCESSING THIS SITE, YOU ARE REPRESENTING AND WARRANTING THAT THE APPLICABLE LAWS AND REGULATIONS OF YOUR JURISDICTION ALLOW YOU TO ACCESS THE WEBSITE, AND THAT YOU HAVE UNDERSTOOD AND ACCEPTED THE TERMS, CONDITIONS AND RESTRICTIONS NOTED HEREIN, INCLUDING THE PROVISIONS UNDER THE TERMS OF USE FOR THIS WEBSITE.

 

DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

BY ACCESSING THIS SITE, YOU ARE REPRESENTING AND WARRANTING THAT THE APPLICABLE LAWS AND REGULATIONS OF YOUR JURISDICTION ALLOW YOU TO ACCESS THE WEBSITE, AND THAT YOU HAVE UNDERSTOOD AND ACCEPTED THE TERMS, CONDITIONS AND RESTRICTIONS NOTED HEREIN, INCLUDING THE PROVISIONS UNDER THE TERMS OF USE FOR THIS WEBSITE.

 

DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

BY ACCESSING THIS SITE, YOU ARE REPRESENTING AND WARRANTING THAT THE APPLICABLE LAWS AND REGULATIONS OF YOUR JURISDICTION ALLOW YOU TO ACCESS THE WEBSITE, AND THAT YOU HAVE UNDERSTOOD AND ACCEPTED THE TERMS, CONDITIONS AND RESTRICTIONS NOTED HEREIN, INCLUDING THE PROVISIONS UNDER THE TERMS OF USE FOR THIS WEBSITE.

 

DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

BY ACCESSING THIS SITE, YOU ARE REPRESENTING AND WARRANTING THAT THE APPLICABLE LAWS AND REGULATIONS OF YOUR JURISDICTION ALLOW YOU TO ACCESS THE WEBSITE, AND THAT YOU HAVE UNDERSTOOD AND ACCEPTED THE TERMS, CONDITIONS AND RESTRICTIONS NOTED HEREIN, INCLUDING THE PROVISIONS UNDER THE TERMS OF USE FOR THIS WEBSITE.