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Alexandre Andreani Benedicte Gravrand, Opalesque Geneva :
We heard in January that Alexandre Andreani, CEO/CIO of Andreani & Associés, had started a strategic partnership with a family office based in Switzerland (near Geneva), specialized in quantitative systematic programs. In that partnership, Andreani implements and develops quantitative models and finds investors, and the family office seeds the new programs. He supplied his models to several single manager hedge funds during his more than 10 years of experience in research and development of quantitative trading models.
Mr. Andreani recently told Opalesque he had just finished the live-test phase of the Klimen II Managed Futures Intraday program, his new .NET automated trading proprietary platform coded in C# and developed in house, from the data management to the trading module. His platform is installed via the cloud computing to mitigate the risks of market connection failure and improve the latency of each trade. He is currently using a managed account structure (customer segregated funds), which offers his clients transparency, including position level detail. Dorman Trading LLC, a Chicago regulated NFA entity, is his clearing broker. This type of structure or a similar one, he says, should be compliant with his technology interface and his market access using Rithmic/ZenFire API.
During the last few months, he increased the number of instruments in the portfolio from three to six, with positive results. The program st...................... To view our full article Click here
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