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INVESTMENT TEAM
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:
JAY COMPSON :
Principal
& Founder, Portfolio Management & Research |
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Mr. Compson is a Principal and Founder of Absolute and is the portfolio manager for the Fund. Mr. Compson is responsible for manager selection and overall portfolio construction, allocation, and monitoring of the Fund’s assets.
Prior to founding the firm in 2004, he was a Portfolio Manager and Partner at Abington Capital LP, a Boston-based hedge fund. He managed assets in both long and short equities and derivatives utilizing a concentrated, unlevered and low net exposure philosophy. While there, Mr. Compson was also responsible for all company, industry and macro-economic research for the firm. Prior to Abington Capital, he was at Tucker Anthony Sutro, Inc. where he worked on corporate and strategic planning projects, including M&A and capital allocation for the firm. Previously he was at Lehman Brothers in New York where he analyzed risk-based capital allocation for the firm by evaluating business unit RAROC and correlated exposures to capital markets. Mr. Compson began his career as a mega-yacht underwriter for the Chubb Group with a focus on concentration and catastrophe risk.
Mr. Compson received his BA degree from Franklin & Marshall College in 1992, and his MBA in Finance and Management from New York University's Stern School of Business in 1998. |
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:
ALEC H. PETRO
:
Founder,
Qualitative Research |
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Mr. Petro is a Founder of Absolute and is a qualitative analyst primarily assisting with manager selection and review and portfolio strategy.
Mr. Petro began trading in the financial derivatives
market place, starting at O'Connor and Associates
in Chicago in 1985, where he was a senior trader
in the global foreign exchange derivative trading.
In 1988, Mr. Petro moved to Cooper/Neff and Associates
and became the fifth partner in 1990. He built and
headed the global foreign exchange and derivative
business joint venture with Mitsui Trust of Tokyo
from 1989-1994. In 1994, Cooper Neff and Associates
was sold to Banque National de Paris and he became
head of Global FX and Derivative from 1995-1997.
Mr. Petro moved back to BNP/Cooper Neff's Radnor,
PA headquarters in the spring of 1998 to manage
numerous hedge fund projects, including derivatives
in U.S equities, Real Estate, and Foreign Exchange.
In late 1998, Mr. Petro retired from the Cooper/Neff
partnership to found Mercator Asset Management in
Chicago, an alternative asset management group specializing
in quantitative and derivative fund management.
In 2002, Mr. Petro founded Fort Hill Capital Management.
Based in Duxbury, MA, Fort Hill is a quantitative
hedge fund specializing in Derivative and Convertible
Bond strategies. He presently manages Fort Hill's
day-to-day operations where he is President and
CEO.
Mr. Petro is presently Adjunct Professor in the
Finance Department of Boston College where he teaches
classes on Hedge Funds and Venture Capital. Mr.
Petro graduated from Boston College in 1985 with
a B. S. in Finance and an M.B.A. in Finance from
the University of Chicago in 1992. |
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: BRIAN
CHEN :
Quantitative Analyst |
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Mr. Chen is a quantitative analyst for Absolute and is responsible for the firm’s quantitative analytics, including manager screening, portfolio allocation and risk measurement modeling.
Brian Chen has led the development of the fund's
proprietary portfolio optimization, manager selection,
and risk modeling techniques. In addition to being
AIA's Quantitative Analyst, Mr. Chen has been a
Research Associate at Fort Hill Capital Management
since 2003. His expertise is in the development
and implementation of sophisticated models and quantitative
trading strategies for equity derivatives. Prior
to joining Fort Hill, Mr. Chen was the Founder and
Chief Scientist at Chinook Communications, Inc.
At this 40-employee company he invented enabling
technology that allows broadband operators to transparently
transmit multi-megabit digital data streams simultaneously
with existing video signals within the same channel,
thus greatly expanding network capacity. Prior to
Chinook, Mr. Chen was Research Affiliate and Graduate
Fellow, Digital Signal Processing Group, Massachusetts
Institute of Technology, Cambridge, MA 1994-2002;
Lucent Technologies Bell Laboratories, Murray Hill,
NJ, Member of Technical Staff-Level 1 and Consultant,
1996 and 1997-1998.
Mr. Chen's educational background includes the following:
Massachusetts Institute of Technology, Cambridge,
MA - Ph.D. in Electrical Engineering and Computer
Science, June 2000, Minor: Finance S.M. in Electrical
Engineering, Feb. 1996; The University of Michigan,
Ann Arbor, MI - B.S.E. in Electrical Engineering
summa cum laude, May 1994 |
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