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Alternative Market Briefing

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

Thursday, July 11, 2013

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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 ......................

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