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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%.

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