Fri, Aug 29, 2014
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. Study shows what resonates with investors: 'Unwavering', 'passionate' beats 'committed', 'dedicated' and more surprises[more]

    Komfie Manalo, Opalesque Asia: A new study by Pershing Square, a unit of BNY Mellon company, showed that an effective value proposition strengthens audience connections and fosters growth, yet many advisors have had little objective guidance in formulating such statements until now. In the

  2. Institutions – Texas Employees sets 2015 tactical plan for alternatives, CalPERS' real estate consultant cautions the pension fund's investment committee, Why Sunsuper likes hedge funds[more]

    Texas Employees sets 2015 tactical plan for alternatives From PIOnline.com: Texas Employees Retirement System will invest in up to four new hedge funds in the next fiscal year, which begins Sept. 1. Trustees approved 2015 tactical investment plans for the hedge fund, private equity and in

  3. Hedge fund assets decline in July - eVestment[more]

    Bailey McCann, Opalesque New York: Total assets in hedge funds declined in July and dropped 0.49%, marking the industry's second monthly asset decline in 2014, according to the latest asset flows data from eVestment. Despite the asset decline, total industry AUM remained above the $3 trillion

  4. AIMA makes 'the case for hedge funds'[more]

    Bailey McCann, Opalesque New York: The Alternative Investment Management Association (AIMA), the global hedge fund industry body,

  5. Managed futures' global diversification is important in next phase of economic recovery[more]

    Komfie Manalo, Opalesque Asia: The global diversification provided by managed futures may prove to be extremely valuable as the markets enter the next phase of the economic recovery, said Campbell & Company, a pioneer in absolute return invest