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Alternative Market Briefing

Factorial Management implements integrated portfolio and risk management system

Tuesday, July 03, 2012

From Komfie Manalo, Opalesque Asia – Hong Kong based pan-Asia multi-asset hedge fund firm Factorial Management Limited has announced the implementation of its integrated portfolio and risk management system for its flagship fund, Factorial Master Fund.

Barun Agarwal, Chief Investment Officer of Factorial disclosed that the firm uses Imagine Software’s risk management solution for its system, including its core front, middle and back office system.

Factorial, is a "second generation" hedge fund investing across asset classes that was launched in January this year by Agarwal. Agarwal was a former DKR Oasis portfolio manager who left Oasis in August to start Factorial.

The firm’s flagship Factorial Master Fund focuses on bottom-up investing across equities, fixed income and volatility products, while hedging out macro risks.

Agarwal commented in choosing Imagine’s system, "Our multi-asset class approach required a powerful system with integrated portfolio and risk management capabilities and the capacity to handle a wide range of instruments, which Imagine provided."

Adam Wallace, Chief Operating Officer of Factorial said, "Our highly experienced investment and non-investment teams, having rich hedge fund and sell-side backgrounds, wanted a best of breed system. Following a co......................

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