Dan 8:8 Therefore the he goat waxed very great: and when he was strong, the great horn was broken; and for it came up four notable ones toward the four winds of heaven. Dan 8:9 And out of one of them came forth a little horn, which waxed exceeding great, toward the south, and toward the east, and toward the pleasant land.
Alexander's empire was divided into four parts after his death and out of one of those parts the antichrist will emerge.
Here is an overview of his empire before it was divided.
In Daniel 9:26, it says he comes from the people that shall destroy the city and the sanctuary. Many have determined that it was Rome that invaded Israel and fulfilled this prophecy. If that is the case, then the antichrist will come from somewhere in the old Roman empire.
Dan 9:26 And after threescore and two weeks shall Messiah be cut off, but not for himself: and the people of the prince that shall come shall destroy the city and the sanctuary; and the end thereof shall be with a flood, and unto the end of the war desolations are determined.
This is a map of the old Roman empire.
So where does he come from? 1. Part of the Alexander empire 2. Part of the Roman empire
If we overlay the two empires there is a small area where they overlap and it is my opinion that out of this area the antichrist will emerge.