Mon, Oct 5, 2015
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

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. Performance - Hedge fund moguls Einhorn, Loeb, Rosenstein lose money in September, Risky strategy sinks small hedge fund[more]

    Hedge fund moguls Einhorn, Loeb, Rosenstein lose money in September From Billionaire stock pickers David Einhorn, Daniel Loeb and Barry Rosenstein on Wednesday told their wealthy investors they lost money in September as market turmoil inflicted more pain on some of America'

  2. Opalesque Exclusive: IRAs represent billions of untapped capital for hedge funds[more]

    Benedicte Gravrand, Opalesque Geneva: Retirement accounts might not be the first source that comes to mind for those looking to raise funds, but they may represent billions of untapped capital. Unlike traditional retirement accounts,

  3. Opalesque TV: One way to access market hedge funds in the EU under the AIFMD radar[more]

    Benedicte Gravrand, Opalesque Geneva: While the Cayman Islands, the US and Hong Kong await the pan-European marketing passport to be extended to alternative investment fund

  4. Vilas’ equity long bias hedge fund generates market-beating results[more]

    Komfie Manalo, Opalesque Asia: The Vilas Fund, an equity long bias fund managed by Chicago, Illinois-based Vilas Capital Management, posted five-year annualized returns, net of fees, of 23.47% vs. 15.87% for the S&P 500 Index, including divid

  5. Performance - Manager admits spin used to hide poor performance, Fortress macro hedge fund slumps 17.2% amid manager shakeup, In the hedge fund world, bigger is still better[more]

    Manager admits spin used to hide poor performance From … Colin McLean, managing director of SVM Asset Management, told FTAdviser that fund managers underperform all the time, so stories are often needed to mask or explain this. “People need to build a good framework