Thu, Oct 23, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
New Managers February 2014

EMERGING MANAGER BULLETIN: Latest developments within the emerging manager community

80 Capital opens Helium strategy to external investors after 23-month trading run

Quantitative hedge fund manager 80 Capital LLP, run by former Deutsche Bank quantitative executive Philippe Azoulay, has opened its Helium strategy to external investors following a successful 23-month trading run and the acquisition of substantial seed capital.

The Helium strategy takes a unique approach to trading global managed futures. Developed by Azoulay within Deutsche Bank, it is being spun out as the first external investment of newly established 80 Capital LLP, which has received $50 million in seed capital investment from the bank.

"Receiving this level of institutional backing is unprecedented. It demonstrates the power of the Helium strategy," said Azoulay.

Helium outperformed most of its managed futures peers in the 23 months from February 2012 with an average annualised outperformance of approximately 10% against major managed futures indices in a generally challenging period for managed futures. It had more positive months than its benchmark indices (64%) and a positive Sharpe ratio.

The strategy's cumulative performance was 10.87%, its annualised performance 5.71%.

"By using a variety of techniques to catch statistical phenomenon on a medium- to long-term horizon and under a strict risk control structure, Helium is able to offer real alpha-generating power," explained Azoulay…

You can read the full press release here. Hedge fund that accepts Bitcoin raises questions

Bailey McCann, Opalesque New York

On Friday, FinAlternatives posted a short piece on New York-based "hedge fund" NYSO Hedge. The firm made news for its announcement......................

To view our full article please login

This article was published in Opalesque's New Managers a top-down monthly analysis, news and research publication on the global emerging manager space.
New Managers
New Managers
New Managers

Banner

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. Commodities - Oil wreaking havoc on small-cap energy stocks sliding 36%[more]

    From Bloomberg.com: Owning almost anything in the U.S. stock market has been a losing proposition since September. Owning smaller energy companies has been a catastrophe. Hercules Offshore Inc. and Resolute Energy Corp. are among 19 oil-and-gas equities in the Russell 2000 Index that lost more than

  2. Investing - Hedge funds favor equity long/short, Strategic bond managers hedge against further high yield sell-off[more]

    Hedge funds favor equity long/short From Securitieslendingtimes.com: Equity long/short strategies will generate good returns for hedge funds in the future, according to a panel at this year’s Risk Management Association Conference on Securities Lending in Naples, Florida. Panellists Sand

  3. Legal - Ex-hedge fund analyst weeps as judge hands down 5 year sentence, Former Columbus investment manager Steven P. Moore indicted on theft charges, SEBI confirms ban for Hong Kong hedge fund, SEC announces enforcement action against compliance officer[more]

    Ex-hedge fund analyst weeps as judge hands down 5 year sentence From Hereisthecity.com: An ex-hedge fund analyst was sentenced to 5 years in prison for his role in insider-trading scheme. The New York Post reports that former hedge fund analyst Matthew Teeple was sentenced Thursday to fiv

  4. Goldman in talks to acquire IndexIQ[more]

    From Bloomberg.com: Can Goldman Sachs put ETF investors on a liquid diet? Goldman is in talks to acquire IndexIQ, Reuters has reported. Index IQ is a small exchange-traded-fund firm known mostly for products that replicate hedge fund strategies, called "liquid alternative" ETFs. While IndexIQ has 11

  5. Other Voices: CALPERS dilemma should be a warning to hedge funds wanting institutional investors[more]

    From Ian Hamilton, founder of IDS Group. A quick comment on the CALPERS’ disinvestment from the hedge fund market and the jitters it is causing. Pension Funds should not be sheep and follow CALPERS’ decision as the issues that CALPERS has with hedge fund investments are in many ways unique t