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Alternative Market Briefing

Former WorldQuant/Millennium veterans launch hedge fund in Hong Kong with $110m assets

Thursday, January 04, 2018

Matthias Knab, Opalesque for New Managers:

Hong Kong based Disciplina Asset Management announced the launch of a new systematic Asian focused hedge fund. The fund, employing a quantitative equity market neutral strategy, aims to deliver high risk adjusted returns with low volatility and will invest in equities across the entire Asia Pacific region. The fund will initially launch with $110 million in assets under management.

The fund will be managed by the investment team at Disciplina Asset Management, led by Kennie Atle Johansen, Founder and CIO. The strategy employed by the fund has generated strong performance since 2011 with an average Sharpe ratio of 4. Using a systematic fundamental approach, the strategy holds an average 2000 equity positions out of a universe of approximately 8,500 tradable stocks in Asia Pacific.

Established in 2017, Disciplina Asset Management is a Cayman registered investment firm specializing in equity strategies investing primarily in the Asia Pacific region. With the team based in Hong Kong, the fund will trade on Swiss-Asia Asset Management (HK) Limited hedge fund platform. The founding partners have over 10 years of experience in the Asian hedge fund space, having previously held key positions at WorldQuant/Millennium Capital (HK), Société Générale (HK) and SAIL Advisors.

Kennie Atle Johansen, Founder and CIO, said:  "I believe our focus on devel......................

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