Sat, Sep 24, 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. Star names struggle as smaller hedge funds make hay[more]

    From eFinancialnews.com: Many big-name funds have been hit by sharp reversals in markets, including US government bonds and UK stocks, and have struggled to extricate themselves from positions that have gone bad. According to data group eVestment, hedge funds below $250 million in size are up 4.1% t

  2. North America - Acela fight splits hedge fund Connecticut and old money enclaves[more]

    From Bloomberg.com: Connecticut’s residential coastline is two worlds, the one of newcomer millionaires and one whose wealth and New England roots span generations. Now, their differences over a rail route threaten to gum up plans for the U.S. Northeast’s fastest-ever trains. About 30 miles from Man

  3. Activist News - Caesars offers creditors another $1.6bn, would spell end of hedge fund ownership, Activist investors double chance of CEO exits[more]

    Caesars offers creditors another $1.6bn, would spell end of hedge fund ownership From Calvinayre.com: Casino operator Caesars Entertainment has improved its offer to junior creditors to over $5b, but the offer is only good until Friday. On Wednesday, Caesars added an extra $1.6b to the $

  4. Comment - ‘Gut feeling’ measurable in hedge fund traders, How hedge fund managers can use blockchain to maximize benefits[more]

    ‘Gut feeling’ measurable in hedge fund traders From Laboratoryequipment.com: “Gut feeling” is an intangible – an automatic hunch – based on prior experience for some people. But the “gut feeling” is actually a measurable response developed in professionals doing some high-risk work, acco

  5. Opalesque Exclusive: Modern investor tools (2): A platform that does the job for you[more]

    Benedicte Gravrand, Opalesque Geneva: A new series on technology providers that assist asset allocators. There is disruption in the investor part of the world of hedge funds, coming from platforms that can replace traditionally-run search and analysis. Here is one of them. L