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Jason Herman
Jason Herman is an experienced portfolio manager specializing in quantitative finance, particularly in statistical arbitrage and alpha capture strategies. He currently holds the position of Quant Portfolio Manager at Herman Research, where he applies his extensive expertise to develop systematic investment strategies that enhance portfolio performance.
Professional Background
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Experience: Jason has over 16 years of buy-side experience, which includes significant roles in managing quantitative investment strategies. His background encompasses the development of systematic approaches to trading that leverage statistical methods and machine learning techniques to identify profitable investment opportunities.1
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Previous Roles:
- Prior to his current role, he served as Portfolio Manager and Product Head for Marshall Wace's Americas TOPS fund, where he achieved an impressive average annual return of 11.5% over two years and grew assets under management from $550 million to $2.2 billion.1
- He began his career as a quantitative analyst at Marshall Wace North America in 2005 and has also worked as a generalist fundamental analyst at Trisun Capital Management.1
Education
Jason graduated from Brandeis University in 2001 with a double major in Neuroscience and Philosophy, along with a minor in Computer Science. His educational background supports his ability to integrate complex analytical techniques into investment strategies.1
Key Skills and Expertise
- Quantitative Analysis: Jason is skilled in developing systematic investment strategies that focus on alpha generation, risk management, and optimization.
- Machine Learning Applications: His work involves applying machine learning methods within a mean-reversion framework to enhance trading strategies.
- Portfolio Management: He has a proven track record in managing large portfolios and optimizing performance through innovative investment approaches.
Jason Herman's combination of quantitative expertise and practical experience makes him a notable figure in the field of quantitative finance, particularly within the realms of statistical arbitrage and alpha capture.

