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Alternative Market Briefing

Swiss CTA boutique prepares new multi strategy quant fund

Thursday, January 10, 2013

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Alexandre M. Andreani
Benedicte Gravrand, Opalesque Geneva:

Swiss CTA shop Andreani will be launching a multi strategy quant fund by the middle of the year. The new fund will run a long/short equity program on proprietary synthetic European Supersector indices, along with a CTA.

Alexandre Andreani, CEO and CIO of Andreani & Associés, started a strategic partnership with a family office near Geneva a year ago. In that partnership, Andreani implements and develops quantitative models and find investors, and the family office seeds the new programs. The partnership was based on Andreani’s new Klimen II Intraday Managed Futures, a fully automated and systematic computer driven program. He explained the trading strategy of the CTA to Opalesque Futures Intelligence last summer.

The boutique is preparing a new multi strategy quant fund, which is due to be launched in June 2013. The structure of the fund has yet to be decided, but it will definitely be open to outside investors.

Andreani explains that it will execute two uncorrelated fully systematic strategies: its long-standing Managed Futures Intraday program will be complemented by a new long/short Variable Bias Equity program covering 200 stocks. The different performance drivers and time ......................

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