Fri, Nov 22, 2019
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

A crisis alpha fund that does the job

Monday, September 16, 2019

amb
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......................

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. HarbourVest raises $3bn for Co-Investment Fund V[more]

    Laxman Pai, Opalesque Asia: Boston-based HarbourVest Partners closed its latest private equity fund above the fundraising target - the $3 billion HarbourVest Partners Co-Investment Fund V was oversubscribed and above its $2.5 billion target. The fund's strategy is to create a global, diversif

  2. Opinion: Cliff Asness: It's 'time to sin'[more]

    From Institutional Investor: Timing the market can be "deceptively difficult," as quantitative investor Cliff Asness has pointed out before. But now, the AQR Capital Management co-founder believes that while factor timing is "an ugly thing," it is "about time we did some" - specifically when it com

  3. Investing: Hedge fund Whitebox places big bet on gunmaker Remington, Quant funds exit Japanese bonds in worst sell-off since 2013[more]

    Hedge fund Whitebox places big bet on gunmaker Remington From Reuters: Whitebox Advisors LLC, a credit-focused hedge fund, has been quietly capitalizing on Wall Street's ambivalence toward gun manufacturers by replacing some banks as a lender to Remington Outdoor Company. Whitebox

  4. Tech: Investors race to tech start-ups despite SoftBank stumbles, Two Sigma launches risk management software[more]

    Investors race to tech start-ups despite SoftBank stumbles From FT: Investors are planning to pour billions more dollars into later stage tech start-ups, even as Japan's SoftBank reels from a succession of faltering bets. Stephen Schwarzman's Blackstone plans to raise between $3bn and $4b

  5. Regulatory: Carried interest tax rules slated for 2020, official says[more]

    From Bloomberg: The Treasury Department is planning to issue regulations restricting how hedge fund managers can claim a valuable tax break early next year, a top Treasury official said. The regulations will likely bar money managers from using S corporations to take advantage of an exemption