Sun, Mar 26, 2017
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. Hedge fund liquidations in 2016 surpass 2009 levels, new launches decline[more]

    Benedicte Gravrand, Opalesque Geneva: Even as the hedge fund industry's total assets exceeded the $3tln milestone last year, hedge fund liquidations increased. So much so that 2016 had the highest number of liquidations since 2008, claims the latest HFR Market Microstructure Report, re

  2. Hedge funds find no joy in macro as returns lag Trump rally[more]

    From Gulfnews.com: In 2017, macro hedge funds were expected to shine. So far? Not so much. It's been a far from impressive first two months for funds that trade around macroeconomic events. Discretionary funds rose just 0.3 per cent through February, according to Hedge Fund Research Inc., while the

  3. Strategies - Billionaire investor Marc Lasry shares how he's playing markets right now, Classic models are failing FX hedge funds desperate for return[more]

    Billionaire investor Marc Lasry shares how he's playing markets right now From CNBC.com: Buy on the prospect of deregulation. Sell on the enactment of deregulation. That's the strategy that billionaire investor Marc Lasry is implementing, according to an interview with CNBC in Las Vegas

  4. Opalesque Exclusive: Aberdeen makes the case for the lower mid-market[more]

    Bailey McCann, Opalesque New York: Aberdeen Asset Management has released a new paper focused on lower mid-market private equity. According to the paper, this segment of the private equity market is gaining popularity with private equity investors that are looking for multiple expansion and less

  5. Hedge funds await outcome of French elections, feel pinch on lower oil prices & weak dollar[more]

    Komfie Manalo, Opalesque Asia: Hedge funds felt the pinch of lower oil prices and weak U.S. dollar as the Lyxor Hedge Fund Index was marginally down as of the week ending 14 March, Lyxor Asset Management said in its Weekly Briefing. The Lyxor He