Joe Staines, is a research analyst and portfolio manager in J.P. Morgan Asset Management – Quantitative Beta Strategies. His research is focused on alternative beta strategies, factor based investing and portfolio construction. Since joining J.P. Morgan his work has been published in the Journal of Index Investing and in the past has published in the fields of optimization, machine learning, and bioinformatics. Joe obtained a PhD in Computational Finance from University College London during which he worked on consulting projects in the hedge fund industry. He also holds an MPhys in Physics with Financial Mathematics from Jesus College Oxford and is a CFA charter holder.