David E. Shaw’s Strategy Frame, Part II: Isolating S&P 500 Positions, 2013-2025

January 11th, 2026 | Premium Subscribers

The are ~800 stocks that have comprised the S&P 500 index over the past 12 years - and ~900 stocks since March 4, 1957. Alphacution has developed a model of the timing of these changes to distill S&P 500 exposures from our case study subjects. The 12 exhibits included in this Feed post showcase the initial, never-seen-before, results of these efforts - and foreshadow the imminent release of our case study on the legendary quant manager, D. E. Shaw & Co., Inc.

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About Paul Rowady

Paul Rowady is the Director of Research for Alphacution, a research and strategic advisory platform uniquely focused on modeling and benchmarking the impacts of technology on global financial markets and the businesses of trading and asset management. He is a 35-year veteran of the proprietary, quantitative and derivatives trading arenas.

Contact: feedback@alphacution.com

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