EQ International People
Since 1990 Greg Wallace has crafted a career at the cutting edge of developments in global
equities markets.
As a quantitative analyst he achieved broad recognition for being able to convey his complex,
creative ideas in a simple way. His work on Improving the Investment Process was the
cornerstone of him being rated no. 1 Quantitative Analyst in Australia in the mid-to-late 1990s.
In this series he published his first market impact model in 1995.
As a result of his ideas of Improving the Process Greg’s role broadened from quant
research into risk arbitrage, electronic distribution of research, website development, index research,
program trading and execution research. Greg has been instrumental in establishing program trading at
ABN AMRO,
Credit Suisse First Boston and
JPMorgan.
In addition, Greg was recognised as being the pre-eminent index analyst in Australia throughout
the benchmark transition from the All Ordinaries to the S&P/ASX 200 in April 2000. He later broadened his
index expertise to significant indices across the Asia-Pacific region.
However, it is his work on execution research in general and market impact models
and algorithmic trading strategies in particular which is capturing most attention.
The EQ Impact model
and EQUATOR
are a culmination of around 15 years of applied research in this area.
Greg Wallace is the Managing Director of EQ International which he established in 2001.
Including EQ International, Greg lives a balanced life which includes spending much
time with his partner, friends and family, keeping fit, playing cricket for
Burwood Briars in the
Sydney Shires competition, being Vice President of
West Harbour Rugby Club after many years coaching rugby.
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