[3][8][9] Lo is a professor of Finance at MIT Sloan School of Management.

[8][12] In the same year, AlphaSimplex and Credit Suisse launched the first 130–30 fund index.

[2][3][4][9][15] Its Managed Futures Strategy Fund uses a quantitative approach to trend following.

[15] From 2022 to 2023, AlphaSimplex made a two-year short bet against US Bonds.

Its public mutual fund had a 36% return in 2022 due to the bond market rout that year but had a 10% loss in 2023 when the bond market rebounded towards end of the year.