Sat, Feb 6, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Emerging manager Strategis launches structured products linked to market neutral strategy

Monday, November 25, 2013

Beverly Chandler, Opalesque London for New Managers:

Investment manager Strategis Capital Management is introducing their Global Equity Market Neutral strategy next month and BNP Paribas is set to launch structured products linked to the strategy. The firm launched the Strategis VAULT Global Macro Fund in December 2012 with $14m in partner and shareholder capital. As one of the core strategies within the Strategis VAULT Macro Fund, the Global Equity Market Neutral strategy has returned 12.8% to the end of October, with a Sharpe of 2.8.

In an interview with Opalesque, co-CIOs C.J. Donley and Robert Toffel discussed how investment returns have varied over 2013.

Donley said: "When I look at asset returns in 2013, the year can be defined by three distinct phases of capital market activity. The largest and most impactful being the well telegraphed Bank of Japan weak Yen policy. In addition to a 15% depreciation in Dollar/Yen, the BOJ action put Japanese equities, particularly exporters, back on the map. As of today the Nikkei has returned 40% year to date. The second phase was defined by the significant return divergence between developed markets and emerging markets. For example, the S&P 500 has outperformed MSCI Emerging Markets by over 30% year so far this year. And lastly the final market stage phase of 2013, Taper Scare, which started in late Spring 2013 saw 10 year USD interest rates rise fr......................

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. How Einhorn survived a nightmare year[more]

    From Bloomberg.com: Even when a hedge fund has an awful year, which was the case for David Einhorn's Greenlight Capital, there are lessons to be learned. Many funds would have had a tough time surviving a year like Einhorn experienced in 2015, when all the stars seemed to align against him and Green

  2. Legal - Hedge fund founder wins early release in U.S. insider trading case, Gramercy seeking $1.3 billion from Peru over land-bond dispute[more]

    Hedge fund founder wins early release in U.S. insider trading case From Reuters/Streetinsider.com: Former hedge fund manager Doug Whitman on Tuesday won a reprieve from serving the remainder of his two-year sentence for insider trading after several judges expressed skepticism that his 2

  3. Investing - David Einhorn finds a winner in Michael Kors[more]

    From Thestreetinsider.com: Greenlight Capital hedge fund manger David Einhorn took his lumps in 2015. The fund lost over 20 percent on the year amid bets gone bad being long a plunging SunEdison and short a couple high-flying FANG stocks. However, today Einhorn is again showing his stock picking pro

  4. Investing - Avenue Capital's Marc Lasry: We like European bank loans, Comment: A bunch of hedge fund managers are chasing the 'dream of crushing a major structural problem'[more]

    Avenue Capital's Marc Lasry: We like European bank loans From CNBC.com: European banks are under immense pressure, but at least one prominent hedge fund has found what it thinks is a good opportunity in the wreckage. Marc Lasry, co-founder and chief executive of hedge fund Avenue Capital

  5. Computer-driven hedge funds make money during January’s selloff[more]

    Komfie Manalo, Opalesque Asia: Commodity trading advisers (CTAs) that use computer programs to guide how they trade, made millions of dollars during last month’s market selloff on the back of declining oil prices and global equities and big moves in currencies. Data provider