Mon, May 2, 2016
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 funds see $14.3bn outflows in Q1, CTAs and multi-strategy lead net inflows[more]

    Komfie Manalo, Opalesque Asia: The hedge fund industry saw net outflows of investor capital in the first quarter of the year, totaling $14.3bn, data from Preqin showed. This continues from the $8.9bn overall net outflows that funds recorded in Q4

  2. Third Point calls Q1 "catastrophic" for hedge funds[more]

    Bailey McCann, Opalesque New York: The first quarter of this year was rocky for hedge funds based on aggregate performance from the industry, but now we are beginning to hear what the managers thought of it as quarterly letters make their way to investors. Dan Loeb, CEO of New York-based $17 bill

  3. Asia - Stabilization of China's capital outflows may hinge on Janet Yellen, Fink says China to do well this year as bubble threat postponed, Chinese hedge fund to invest in India’s infrastructure[more]

    Stabilization of China's capital outflows may hinge on Janet Yellen From Bloomberg.com: Whether China’s recent stabilization of its currency and capital outflows continues -- or downside pressure reignites -- may hinge in large part on Janet Yellen. If the Federal Reserve chair sticks to

  4. …And Finally - After all, judges are human too[more]

    From Newsoftheweird.com: In March, one District of Columbia government administrative law judge was charged with misdemeanor assault on another. Judge Sharon Goodie said she wanted to give Judge Joan Davenport some files, but Davenport, in her office, would not answer the door. Goodie said once the

  5. Comment - Unmasking the men behind Zero Hedge, Wall Street's renegade blog[more]

    From Bloomberg.com: Colin Lokey, also known as "Tyler Durden," is breaking the first rule of Fight Club: You do not talk about Fight Club. He’s also breaking the second rule of Fight Club. (See the first rule.) After more than a year writing for the financial website Zero Hedge under the n