Sun, Mar 18, 2018
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%.


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. Performance - Hedge fund mojo is back with investor hopes at six-year high, These hedge funds produce the most consistently great results[more]

    Hedge fund mojo is back with investor hopes at six-year high From Hedge funds on the heels of a surprisingly strong performance in 2017 are raising hopes for an encore. Investors expect their managers to return 8.5 percent in 2018, according to a Credit Suisse Group AG sur

  2. Investing - Hedge funds amass big bets against world's leading advertisers, Investor Elliott Management buys tiny stake in Wipro[more]

    Hedge funds amass big bets against world's leading advertisers From Hedge funds have amassed bearish bets of more than $3bn against the world's largest advertising companies in an attempt to profit as the industry undergoes ongoing wrenching disruption and slowing growth. Funds i

  3. News Briefs - Investcorp to launch a $100 million PE fund for Omani pension funds[more]

    Bahrain-based investment firm Investcorp will soon launch a $100 million fund dedicated to Oman's Pension Funds as part of its investment plan. 'The Opportunities Fund' will be focused on private equity investments in the U.S. and Europe and will target mid-sized companies across a broad range of se

  4. DoubleLine's Gundlach sees U.S. 10-year Treasury yield rising, weighing on stocks[more]

    From Reuters/ Jeffrey Gundlach, the chief executive of DoubleLine Capital and known on Wall Street as the "Bond King," said on Tuesday the yield on the U.S. 10-year Treasury note will likely move higher and pressure riskier assets including equities and junk bonds. Gundlach, on an

  5. SEC charges Theranos CEO Holmes with fraud[more]

    Bailey McCann, Opalesque New York: The SEC has charged Elizabeth Holmes, founder and CEO of Theranos and its former President Ramesh "Sunny" Balwani with raising more than $700 million from investors through an elaborate, years-long fraud in which they exaggerated or made false statements about t