Trexquant was founded by Tyger Park in 2012 following a successful career trading quantitative strategies, helping to build WorldQuant’s quantitative strategy from a small desk to a team of 100+ employees and running a significant portion of Millennium’s capital.
Trexquant launched its funds in April of 2014 and has been refining and developing its investment and research platforms ever since.
We are quantitative investment firm focused on developing and trading statistically-based medium-frequency equity strategies. We use thousands of models to trade thousands of stocks. Trexquant translates investment ideas into trading programs (Alphas). Inspiration can come from many sources. Academic publications, observation, statistical analysis, news, experience: researchers can draw upon all of these elements to create Alphas.
Trexquant employs smart people who love to solve problems. The research team consists of enthusiastic young people with PhD’s and advanced degrees in Physics, Applied Mathematics, Neuroscience, Material Science, Financial Engineering and other quantitative fields, from the some of the best schools, with a passion for applying mathematical modeling and machine learning to financial markets. The team draws upon an experience set that includes leading edge system-driven trading, high frequency trading, academia and institutional asset management. We also leverage global talent through the Global Alpha Researcher program, where researchers work remotely in collaboration with full time alpha developers and portfolio managers.
Mr. Park spent 10 years at Millennium Partners and WorldQuant, where he served as one of three Senior Managing Directors. He was responsible for one of the largest portfolios at WorldQuant and managed a global team of over 40 researchers. Mr. Park received an M.B.A. from Cornell University, an M.S. in Computer Science from the University of Toronto, and a Bachelor of Applied Science in Electrical Engineering from Simon Fraser University.
Michael spent 8 years as the Treasurer of Two Sigma Investments, a technology company that applies a scientific method-based approach to investment management. In this role, he designed and implemented transformational treasury and financing initiatives in support of the 10-fold growth of the company. Previously, he led the Corporate Finance function at GM Asset Management, a New York-based pension fund. Michael received a Master of Business Administration degree in Finance from McMaster University and a Bachelor of Science degree from the University of Toronto.
George joined Trexquant in 2017 and currently serves as Chief Financial Officer. George has more than 20 years of experience working in the alternative investment industry. Prior to joining Trexquant Investment, George worked as an Executive Director for JP Morgan managing the hedge fund accounting team supporting the largest hedge fund administration client at JP Morgan. George also held senior roles at North Sound Capital, GlobeOp Financial services, and Long Term Capital Management. George received a Bachelor of Arts degree in Accounting and Information Systems from The City University of New York at Queens College.
Mr. Morof joined Trexquant in November 2019 after eight years at Teza Technologies and Teza Capital Management as CCO and Counsel. Before that he served as CCO and in various other roles for professional traders and retail options brokers in Chicago since 2001. Mr. Morof received a JD from Washington University (St. Louis), an BA in English Literature and in Rhetoric from the University of Illinois (Champaign-Urbana).
Kyle joined Trexquant in 2019 after seven years at UBS Hedge Fund Solutions where, as a Director in Product Control, his responsibilities included administrator oversight, investment decision support, and financial reporting. Previously, Kyle conducted integrated audits of SEC registered entities at Deloitte. Kyle earned a Bachelor of Science in Accounting from the University of Connecticut. He is a CPA and CFA charterholder.