Wesley S. Chan, Ph.D
Wes joined Acadian in 2011 as Director of Stock Selection Research, leading Acadian’s bottom-up research effort.
Wes previously worked at Goldman Sachs Asset Management (GSAM), where he served as vice president in the Quantitative Investment Strategies Group.
While there, he was a leading member of the research team responsible for developing alpha themes and implementing new signals. Prior to that, he was a partner and lead equity researcher at AlphaSimplex Group.
At MIT, Wes originated one of the earliest and most widely cited studies on using news to predict stock returns. Before gaining his Ph.D., he worked as a fundamental analyst on the value active equity team at GSAM. Wes received a Ph.D. in financial economics from the Sloan School of Management at MIT and an A.B. in economics from Princeton University.