Jeremy Wee

Co-Head, Core Equity Strategies, Man Numeric
Man Institute Contributor

Jeremy Wee is Co-Head of Core Equity Strategies at Man Numeric. In this role he oversees the development and day-to-day management of developed markets portfolios and contributes to managing other strategies within the team. Jeremy additionally participates in research activities aimed at improving the team's processes and models. He is also a member of the Man Group Responsible Investment Committee. 

Prior to joining Man Numeric in 2014, he was a portfolio manager at Batterymarch Financial Management for emerging markets and global managed volatility strategies. Prior to that, Jeremy held portfolio management and quantitative research roles at Blackstone and Citigroup Asset Management.

Jeremy received a bachelor’s degree in computer engineering from the University of Michigan and an MBA from the Massachusetts Institute of Technology Sloan School of Management. Jeremy is a CFA charterholder.

Man Institute content contributed by Jeremy

Polling for Alpha: What Presidential Elections Signal for Quant Factors Through Time

In Focus read 12 min

Polling for Alpha: What Presidential Elections Signal for Quant Factors Through Time

As the contest between Donald Trump and Kamala Harris heats up, we look at history to discover when presidential election losses make for quant factor wins -- and vice versa.

Not All Low Volatility Portfolios Are The Same

Systematic read 10 min

Not All Low Volatility Portfolios Are The Same

In this paper, we argue that low-volatility strategies should not be viewed as a homogenous category and identify implementation techniques that can lead to differentiated performance.

ESG Returns - As a Matter of Factor ...

Systematic read 4 min

ESG Returns - As a Matter of Factor ...

Mainstream ESG equity strategies have had a poor start to the year. In our view, this doesn’t disprove the existence of ESG alpha; rather, it proves the importance of understanding the underlying drivers of returns.
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