Wed, Oct 1, 2014
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

Banner

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. Legal - Court throws out lawsuits related to Fannie Mae, Freddie Mac profits, Insider case by SEC is a step removed from Herbalife itself, SEC grants Citigroup waivers, easing hedge-fund curbs[more]

    Court throws out lawsuits related to Fannie Mae, Freddie Mac profits From WSJ.com: A group of Wall Street investors on Tuesday suffered a blow in their attempts to sue the federal government over their treatment of the shareholders of mortgage finance giants Fannie Mae and Freddie Mac af

  2. CalPERS’ move might alter hedge fund fees for good[more]

    Benedicte Gravrand, Opalesque Geneva: When CalPERS, the California Public Employees’ Retirement System, announced on September 15th that it was unwinding its hedge-fund portfolio, it was seen by many as is a significant blow to the sector’s appeal. The Fund is

  3. Opalesque Exclusive: Institutions eye private credit over traditional fixed income[more]

    Bailey McCann, Opalesque New York: Investing in private insurance, realty tax receivables, or investment-grade short-term accounts receivable may not spring to mind as a means of mitigating risk in a portfolio, but one firm, New York-based BroadRiver Asset Management is out to change all that. Th

  4. Short-term trading quant fund beats S&P since '09[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: A relatively new multi-strategy, market-neutral quantitative hedge fund has managed to outperform the S&P500 and the HFRX Global since 2009. New Jersey-ba

  5. Unconstrained bond funds: Where hedge fund strategies meet mutual funds[more]

    From CNBC.com: For all the talk and buzz around indexes, or passive investing, the next big thing for bond mutual fund investors may be strategies that are the exact opposite. The rapid growth of "unconstrained bond funds" has been thrust into investor spotlight given last Friday's stunning news tha