The senior members of our team each have more than 25 years experience in equities, quantitative analysis and investments.
Since 1990 Greg Wallace has crafted a career at the cutting edge of developments in global equities markets.
As a quantitative analyst at BZW Australia, Greg achieved broad recognition for being able to convey his complex, creative ideas in a simple way. His work on Improving the Investment Process was the cornerstone of him being rated no. 1 Quantitative Analyst in Australia in the mid-to-late 1990s. In this series he published his first market impact model in 1995.
As a result of his ideas of Improving the Process Greg’s role broadened from quant research into risk arbitrage, electronic distribution of research, website development, index research, program trading and execution research. Greg was instrumental in establishing Portfolio Trading at ABN AMRO, Credit Suisse and JPMorgan.
In addition, Greg was recognised as being the pre-eminent index analyst in Australia throughout the benchmark transition from the All Ordinaries to the S&P/ASX 200 in April 2000. He later broadened his index expertise to significant indices across the Asia-Pacific region.
However, it is his work on execution research in general and market impact models, fund capacity analysis and algorithmic trading strategies in particular which has been capturing most attention. The EQ Impact model, EQ Fund Capacity Report and the now decommissioned EQUATOR algorithmic execution engine are a culmination of more than 25 years of applied research in this area.
Since the early 1990’s Paul Spence has worked in the asset management industry as a quantitative researcher, portfolio manager, and team leader.
As a quantitative analyst, Paul has spent his career focused on the areas of portfolio risk analytics, portfolio construction, and investment process design and measurement. His work on designing analyst and portfolio manager performance measurement analytics in the early 2000’s developed into senior management roles at several global asset management firms.
Paul’s primary focus at EQ International is investment process design, implementation and measurement.
Contact details are located in the Contact page.