Sat, Jun 24, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Tail risk is the best place for Ogee Structured Fund at this time

Thursday, July 11, 2013

amb
Sebastien Bossu
Komfie Manalo, Opalesque Asia for New Managers:

Sebastien Bossu, principal at New York-based hedge fund firm Ogee Group, which manages the Ogee Structured Opportunities, Ltd., is working to launch several alpha-generating strategies, such as volatility and correlation arbitrage. But in the meantime, he feels that tail risk is the best place for his firm to be.

"Our fund's strategy is to invest the capital in lower-risk securities such as investment-grade bonds (the beta layer) while selling tail risk on select underlying assets using equity derivatives (the alpha layer)," he says in an interview with Opalesque.

The Ogee Structured Opportunities Fund is currently featured in Opalesque Solutions' Emerging Managers Database.

He describes his strategy as a combination of profitability, operational factors, and originality and adds than when starting small, there is no point in replicating what others who have a lot more capital and labor already do. "We chose a strategy which, to our knowledge, nobody is following, with a medium-term investment horizon, low leverage and very low trading frequency. In 2012, the strategy delivered a 28% gross return that was well-above our 8-12% target. Since ......................

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. FinTech - Rise of robots: Inside the world's fastest growing hedge funds[more]

    From Bloomberg.com: Believe the hype. Quants have never been more popular. After doubling over the past decade, assets run by so-called systematic funds have hit a record $500 billion this year, according to estimates from Barclays Plc. In some ways, their meteoric rise is due to the same technolog

  2. Legal - Bond market concerns could scuttle Paulson's Fannie-Freddie plan[more]

    From Bloomberg.com: A hedge fund proposal for freeing Fannie Mae and Freddie Mac from U.S. control is poised to face stiff opposition from investors who say it risks wrecking the mortgage-bond market. The Moelis & Co. blueprint, which firms including Paulson & Co. and Blackstone Group LP sponsored,

  3. Other Voices: Are your pricing policies and procedures for less liquid instruments adequate?[more]

    Komfie Manalo, Opalesque Asia: The unrelated position mismarking incidents that quickly precipitated the closures of both Visium Asset Management and Marinus Capital have been recent focal points for market participants, but regulatory scrutiny of valuation choices for less liquid instruments is

  4. FinTech - AI hedge fund Numerai now live on Ethereum, Cryptocurrency hedge funds generate huge returns as bitcoin surges[more]

    AI hedge fund Numerai now live on Ethereum From Cryptoninjas.net: Back in February, Numerai announced numeraire (NMR), a cryptographic token to incentivize a new kind of hedge fund built by a network of data scientists. Earlier today, the Numeraire smart contract was officially deployed

  5. Investing - Advisors slash hedge fund positions, Theravance Biopharma is a top pick of investment guru Seth Klarman, As asset management industry grows a search for new revenue streams[more]

    Advisors slash hedge fund positions From Barrons.com: Financial advisors have cut wealthy clients' exposure to hedge funds by up to one third over the past 12 months, The Financial Times reports. Advisor firms in the FT's annual top-300 ranking have reduced their hedge fund allocation to