Wed, Sep 24, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Ex-Fundana analyst to launch systematic tail risk hedge fund with responsible bias by January

Monday, September 16, 2013

amb
Bruno Guillemin
Benedicte Gravrand, Opalesque Geneva for New Managers:

Bruno Guillemin, former senior hedge fund analyst at a fund of hedge funds house in Geneva, is preparing the launch of his own tail risk hedge fund.

The Leprin Tail Risk Green Fund’ strategy is long volatility using CTA-like models to get rare signals of pending market crashes. The fund buys short term options when a signal is generated, otherwise it is in cash. Those signals will also be given to clients.

It is high risk / high return strategy which provides strong alpha generation and negative correlation to a portfolio of risky assets.

The fund is a socially responsible fund as it is expected to direct 30 to 50% of its performance fees to a new Foundation, which will provide start-up capital to small entrepreneurs in the Eurozone.

Following up tail risk hedge funds "We first invested in 2008 in a long-volatility product, but it did not last the year. But I became very interested in tail risk investing and from then on, while working at Fundana, I followed up tail risk hedge funds." Bruno Guillemin told Opalesque.

While at Fundana, Guillemin was a generalist senior hedge fund analyst, involved in sourcing new hedge fund ideas and responsible for the quantitative risk management of the firm’s fund of hedge funds portfolios.

Most of the tail risk hedge funds that he followed were launched after 2008. They......................

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. SEC charges 19 investment firms and one trader for breach of Rule 105[more]

    Benedicte Gravrand, Opalesque Geneva: The Securities and Exchange Commission (SEC) started a push to enhance the enforcement of Rule 105 of Regulation M last year to uncover hedge funds and private equity firms that have illegally participated in an offering of a stock after short selling it duri

  2. Outlook - Julian Robertson: There are two bubbles that can bite us[more]

    From Businessinsider.com: Legendary hedge fund manager Julian Robertson gave a warning about two bubbles that could "bite us" at Bloomberg Market's Most Influential Summit. "I agree with the fact that the economy is definitely getting better. I think the cause of that is two bubbles that will

  3. Fund managers, bullish on Europe, anticipate monetary policy separation of Fed and ECB[more]

    Komfie Manalo, Opalesque Asia: At least 202 fund managers with $556bn of assets under management said that while the European Central Bank (ECB) has eased its monetary policy that sent sentiments towards Europe to pick up, the Fed is expected to hike its rate in the spring of 2015. Investor

  4. Institutions - North Carolina workers call on state pension to dump up to $6bn in hedge funds, UK pension fund criticizes hedge fund fees[more]

    North Carolina workers call on state pension to dump up to $6bn in hedge funds From Forbes.com: The State Employees Association of North Carolina this afternoon called on state Treasurer Janet Cowell to withdraw all investments in hedge funds, which appear to amount to approximately $6 b

  5. News Briefs - Limited partners of investment managers may be subject to self-employment taxes, Just one week left until NYC's Rocktoberfest[more]

    Limited partners of investment managers may be subject to self-employment taxes On September 5, 2014, the Internal Revenue Service (“IRS”) issued Chief Counsel Advice 201436049, concluding that members of an investment manager were subject to self-employment taxes with respect to their e