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Alternative Market Briefing

Alternative Beta Partners hires new CIO, develops new model and new product

Wednesday, October 23, 2013

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Dr. Pierre-Yves Moix
Benedicte Gravrand, Opalesque Geneva:

Dr. Pierre-Yves Moix, Alternative Beta Partners' new CIO and co-CEO, talked to Opalesque about alternative beta and the firm’s new projects.

We have not heard much about alternative beta so far this year: not much research was published for example, although Jeffrey H. Mitchell of NEPC produced a white paper on hedge fund replication in April.

According to Alternative Beta Partners, alternative beta strategies are "dynamical, systematic trading strategies capturing alternative risk premia (like value, momentum, carry, volatility) that are implemented in global liquid capital markets but also employ alternative investment strategies beyond the conventional buy and hold, long only investments. Thereby they capture non-traditional, i.e. alternative, risk premia (betas) beyond the well known traditional risk premia such as exposure to equities or bonds."

Derivatives, short selling, leverage and dynamic trading strategies are examples of what can be used in such investment techniques.

Alternative Beta Partners AG is a Zug, Switzerland-based quantitative global asset allocator and one of the pioneers of researching and investing in liquid alternative risk premia / betas and dynamic asset al......................

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