Thu, May 5, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Silverhorn Dynamic Relative Value Fund still finds opportunity in Asian equities

Thursday, July 04, 2013

amb
Jessica McCarroll
Bailey McCann, Opalesque New York:

Jessica McCarroll is the Co-Chief Investment Officer of Silverhorn Investment Advisors, an Asian focused firm that is still finding returns despite the risk on/ risk off trading environment. She recently sat down for an Opalesque TV interview where she explained that being small, and nimble in a limited universe of Asian equities still provides opportunity.

The newly launched Silverhorn Dynamic Relative Value Fund is a quantitative relative value fund that seeks to exploit anomalies between payers of equities in the Asia-Pacific region.

"We have a quantitative stock selection model that we developed ourselves about three years ago, and we really look to isolate payers of stocks in the same sector, the same country, the same exchange, that have diverted from the mains. So we are looking for a reversion to the mean strategy," she explains.

Historically in Asian markets, mean reversion strategies have had a hard time with liquidity. McCarroll’s team employs a risk on/risk off strategy that allows the fund to provide weekly liquidity and help to make returns more consistent for investors during the risk off periods which are typically more difficult for mean reversion funds.

"What we do is we go to cash in our mean reverting long/short strategy and we put up to 5% of NAV into options premium. Options premium, is very sim......................

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. Hedge funds see $14.3bn outflows in Q1, CTAs and multi-strategy lead net inflows[more]

    Komfie Manalo, Opalesque Asia: The hedge fund industry saw net outflows of investor capital in the first quarter of the year, totaling $14.3bn, data from Preqin showed. This continues from the $8.9bn overall net outflows that funds recorded in Q4

  2. Third Point calls Q1 "catastrophic" for hedge funds[more]

    Bailey McCann, Opalesque New York: The first quarter of this year was rocky for hedge funds based on aggregate performance from the industry, but now we are beginning to hear what the managers thought of it as quarterly letters make their way to investors. Dan Loeb, CEO of New York-based $17 bill

  3. Asia - Stabilization of China's capital outflows may hinge on Janet Yellen, Fink says China to do well this year as bubble threat postponed, Chinese hedge fund to invest in India’s infrastructure[more]

    Stabilization of China's capital outflows may hinge on Janet Yellen From Bloomberg.com: Whether China’s recent stabilization of its currency and capital outflows continues -- or downside pressure reignites -- may hinge in large part on Janet Yellen. If the Federal Reserve chair sticks to

  4. …And Finally - After all, judges are human too[more]

    From Newsoftheweird.com: In March, one District of Columbia government administrative law judge was charged with misdemeanor assault on another. Judge Sharon Goodie said she wanted to give Judge Joan Davenport some files, but Davenport, in her office, would not answer the door. Goodie said once the

  5. Comment - Unmasking the men behind Zero Hedge, Wall Street's renegade blog[more]

    From Bloomberg.com: Colin Lokey, also known as "Tyler Durden," is breaking the first rule of Fight Club: You do not talk about Fight Club. He’s also breaking the second rule of Fight Club. (See the first rule.) After more than a year writing for the financial website Zero Hedge under the n