Greg Wallace

Greg Wallace – Managing Director

Since 1990 Greg Wallace has crafted a career at the cutting edge of developments in global equities markets.

He is the founder and Managing Director of EQ International, which provides products and services to fund managers and stockbrokers.

Managing Director - Greg Wallace
Managing Director – Greg Wallace

As a quantitative analyst 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.


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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 15 years of applied research in this area.

As well as EQ International, Greg lives a balanced life which includes spending much time with his partner, friends and family, keeping fit, acting, and a long-term involvement in sport, most particularly as a cricketer with Burwood Briars in the Sydney Shires competition, and in rugby with West Harbour Rugby Club in roles from Director and Vice President through to Coach, Trainer, Touch Judge and Assistant Referee.

 

Greg’s contact details are located in the Contact page.