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Alternative Market Briefing

A crisis alpha fund that does the job

Monday, September 16, 2019

Simon Kitson
B. G., Opalesque Geneva:

There are many strategies that can mitigate risks, one of which is crisis alpha. Simon Kitson manages one; the Dynamic Macro Strategy, a crisis alpha fund that has successfully navigated the bear and bull markets of the last 12 years.

"The strategy's main purpose is to provide equity-centric or equity correlated funds with protection at turning points, and during extended periods of market weakness whilst, of course, trying not to bleed between crisis," he tells Matthias Knab during a recent Opalesque TV interview.

Simon Kitson, CEO of Australia-based Quadrant Dynamic Risk Allocation (QDRA), has been in the financial markets since 1986 and has a background in macroeconomics. His partner, Chris Howland, CIO, has a background in chip designing and brings the quantitative aspect of the strategy. "Because of that chip design background, Chris understands how to make very complex processes far simpler, especially through layering, and that simplicity is the very cornerstone of everything we do," Kitson adds.

The protection investors want The strategy aims to provide the three aspects of protection that investors want, that is: reliability, immediacy, and convexity.

"Firstly, investors want protection to be reliable, compared to, say, a government bond, which as the last 100 years has demon......................

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