Story
Since 2011, our founding team has managed capital at scale
for one of the world’s largest and most respected family offices.
Guided by a foundational “risk-first” investment philosophy, we have developed a data-driven approach, designed to compound wealth, that systematically combines a sophisticated alpha engine with liquid, capital-efficient beta customized to the absolute or relative return objectives of investors.
LAB QS was established in 2019. Approximately five years later, we began offering a broader set of sophisticated investors access to what we believe to be next-generation portfolio construction.


Timeline
Tactical Alpha model developed by Trent May
Trent May joins Wyoming State Pension and implements Global Tactical Asset Allocation strategy
Trent May joins Koch Industries as CIO managing family, foundation, and corporate capital
Trent May becomes the first President and CIO for 1888, a large U.S. Family Office
LAB QS is formed
LAB QS registers with SEC and CFTC. All strategies merge into single ‘hedged equity’ solution
Alex Greyserman joins as Chief Strategist
LAB QS opens 'hedged equity' absolute return solution to external investors
Firm officially launches 'hedged equity' relative return solution for external investors
Solutions
Ultimately, we build liquid, equity-focused portfolios that help our clients stay invested across cycles.
We are continuously improving how we combine alpha and beta, seeking to create the most efficient, effective, and scalable solutions for our clients.
Our dynamic platform, powered by Machine Learning & Artificial Intelligence, enables us to process vast datasets, detect inefficiencies, and execute at scale with precision.
In line with our risk-first mentality, our portfolios are built with liquidity as the core consideration, ensuring flexibility and resilience in fast-changing environments.
Our experienced team is comprised of individuals with deep expertise across research, portfolio construction, risk management, technology, and operations.
Leadership
CHIEF STRATEGIST
Alex is the Chief Strategist at LAB QS and a member of LAB QS’s Investment Committee. He joined LAB QS in January 2022. Alex’s primary responsibilities at LAB QS are research and development of quantitative strategies. Before his role at LAB QS, Alex was a Co-founder and Chief Scientist at ISAM, a multi-billion-dollar quantitative asset manager specializing in trend-following strategies, CIO at Hite Capital Management, and Director of Research at Mint Investment Management Company. Alex has 30 years of experience in the quantitative investment industry. Alex holds a Ph.D. in Statistics from Rutgers University and a M.S. in Electrical Engineering from Columbia University. From 2001 – 2021 Alex was an Adjunct Professor in Mathematical Finance at Columbia University, teaching various courses and seminars in quantitative investment management. Alex is an author of several academic publications and co-authored the book Trend Following with Managed Futures, published by Wiley in 2014.