Mon, Aug 29, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Swiss CTA boutique prepares new multi strategy quant fund

Thursday, January 10, 2013

amb
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 ......................

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. Strategies - The 'Holy Grail' hedge fund strategy to handle a black swan the size of World War I, Hedge funds get more pushback on terms as enthusiasm for strategy wanes[more]

    The 'Holy Grail' hedge fund strategy to handle a black swan the size of World War I From IBTImes.co.uk: To illustrate a strategic gap common to today's portfolio managers, George Sokoloff, PhD, founder and CIO at Carmot Capital, proposes an interesting thought experiment – a breakdown of

  2. Institutional investors - Investors set to increase allocation to private debt, With investment income key, Richmond retirement system faces funding challenges[more]

    Investors set to increase allocation to private debt Investors are set to increase their allocation to private debt, with 60% revealing they believe the private debt market will grow over the next 12 months, according to a new study by Elian, a leading funds services provider. 41%

  3. Investing - Hedge funds snap up banks, unload Apple, Some of hedge funds' favorite stocks are finally starting to beat the market, Einhorn's Greenlight shifts positions, Treasury yield climbs to two-month high as Fischer joins hawks, 9 stocks smart investors put their money in last quarter[more]

    Hedge funds snap up banks, unload Apple From Barrons.com: Prominent hedge funds have a newfound love of big banks, and some have a distaste for shares of Apple, regulatory filings released last week show. The filings suggest that the funds have been pivoting their portfolios in recent mon

  4. Chesapeake energy seeks $1 billion loan to refinance debt[more]

    From Bloomberg.com: Chesapeake Energy Corp. is seeking a $1 billion loan as the company battered by cratering fuel prices and credit downgrades takes a step to address its $9 billion debt load. The natural gas producer hired Goldman Sachs Group Inc., Citigroup Inc. and Mitsubishi UFJ Financial Group

  5. Institutions - Nordic pension funds magnify focus on unlisted and direct investing, building up teams[more]

    From IPE.com: As bond yields remain at low or negative levels, pension funds and other institutional investors in the Nordic region are stepping up efforts to find higher returns by adding more unlisted investments to portfolios and are expanding in-house teams in order to do this, according to new