Wed, May 4, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Andreani partners with Swiss family office to launch new quant managed account

Tuesday, January 17, 2012

Benedicte Gravrand, Opalesque Geneva:

Alexandre M. Andreani, CEO/CIO of Andreani & Associés, has started a strategic partnership with a family office based in Switzerland (near Geneva), specialized in quantitative systematic programs. "Our collaboration started last autumn and entailed several months of due diligence," he said in an announcement.

In that partnership, Andreani will implement and develop quantitative models and find investors, and the family office will seed the new programs. He supplied these models to several single manager hedge funds during his more than 10 years of experience in research and development of quantitative trading models.

The partnership is based on the new Klimen II Intraday Managed Futures, a fully automated and systematic computer driven program that trades intraday, collecting data on a minute by minute basis with high-speed data storage and order routing engine, where human intervention is merely limited to the supervision of the correct functioning of the program.

"Our trading platform, developed in-house, handles maintenance, development, real-time trading and daily risk management thanks to our high-level technological infrastructure," he noted.

Net of all costs, the Klimen II Intraday program was up 19.2%( paper trading) in 2011, versus the Lyxor CTA Short Term Tracker 2.72%, Lyxor CTA Long Term Tracker -5.67%, Newedge Short Term Traders Index of -3.72% and the Barclays Systematic Traders Index of -3.79%.

And......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Hedge funds see $14.3bn outflows in Q1, CTAs and multi-strategy lead net inflows[more]

    Komfie Manalo, Opalesque Asia: The hedge fund industry saw net outflows of investor capital in the first quarter of the year, totaling $14.3bn, data from Preqin showed. This continues from the $8.9bn overall net outflows that funds recorded in Q4

  2. Third Point calls Q1 "catastrophic" for hedge funds[more]

    Bailey McCann, Opalesque New York: The first quarter of this year was rocky for hedge funds based on aggregate performance from the industry, but now we are beginning to hear what the managers thought of it as quarterly letters make their way to investors. Dan Loeb, CEO of New York-based $17 bill

  3. Asia - Stabilization of China's capital outflows may hinge on Janet Yellen, Fink says China to do well this year as bubble threat postponed, Chinese hedge fund to invest in India’s infrastructure[more]

    Stabilization of China's capital outflows may hinge on Janet Yellen From Bloomberg.com: Whether China’s recent stabilization of its currency and capital outflows continues -- or downside pressure reignites -- may hinge in large part on Janet Yellen. If the Federal Reserve chair sticks to

  4. …And Finally - After all, judges are human too[more]

    From Newsoftheweird.com: In March, one District of Columbia government administrative law judge was charged with misdemeanor assault on another. Judge Sharon Goodie said she wanted to give Judge Joan Davenport some files, but Davenport, in her office, would not answer the door. Goodie said once the

  5. Comment - Unmasking the men behind Zero Hedge, Wall Street's renegade blog[more]

    From Bloomberg.com: Colin Lokey, also known as "Tyler Durden," is breaking the first rule of Fight Club: You do not talk about Fight Club. He’s also breaking the second rule of Fight Club. (See the first rule.) After more than a year writing for the financial website Zero Hedge under the n