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Alternative Market Briefing

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

Monday, September 16, 2013

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

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