| CTA Managers | Emerging Managers |
1741 Asset Management Ltd
1741 Asset Management Ltd. is a leading, research-driven Swiss quantitative investment boutique. Specialised in multi-asset class (CTAs and risk-weighted investing) and alternative indexing strategies, 1741 Asset Management manages over USD 2.7 billion. It belongs to Raiffeisen Switzerland, the third largest banking group in Switzerland with an Aa3 rating by Moody's.
Website: www.1741am.com
80 Capital
80 Capital is a London-based
quantitative alternative firm specializing in global quantitative
trading.
Our first program Helium aims to
capture stable statistical phenomena on financial markets. The trading universe
comprises the most liquid futures contracts on fixed income, equity indices,
currencies and commodities.
Two unique points distinguish the Helium program in the way
it is built:
- The use of synthetic markets to capture additional
information other than just prices movements.
- An allocation based on error minimization.
Our innovative approach results into new sources of profit
and a controlled risk.
Beach Horizon LLP
Beach Horizon LLP is a systematic quantitative manager that trades a highly diversified portfolio of global commodity and financial futures markets. It was founded in 2004 by David Beach, Sanjeev Lakhanpal and Dr Paul Netherwood who have an established fund management pedigree and a long track record in trading futures and forwards markets.
Website: www.beachhorizon.com
Cantab Capital Partners
Cantab Capital Partners LLP is a systematic hedge fund manager based in Cambridge, UK. Cantab was founded in 2006 by Dr Ewan Kirk and Erich Schlaikjer and manages USD 3.7bn across two successful programmes: the CCP Quantitative Fund and the CCP Core Macro Fund. Cantab employs a multi strategy, multi asset approach within the systematic space and aims to deliver attractive risk adjusted returns with low correlation to traditional investments in a technology driven environment.
Website: www.cantabcapital.com
Cardwell
Cardwell is an established, fully automated, short-term systematic managed futures program. Cardwell's six year uncorrelated track record has significantly outperformed the major CTA indices in whilst our unique risk methodology caps a maximum drawdown to 10%. All Cardwell's systems aim to capture alpha, across 60 global markets, points in time and/or prices during directional volatility expansion.
Website: www.c-i-technoloiges.com.
Cumulus FundThe Cumulus Fund runs a discretionary commodity futures trading strategy that has historically delivered strong, uncorrelated returns. The Fund focuses on electricity and natural gas but the universe includes all energy and agricultural products. The team has an edge in weather forecast interpretation, honed to accurately predict every weather factor that influences market prices.
Deep Field Capital
Deep Field Capital is a purely systematic Swiss asset management company. Our quantitative trading ideas and programs are built on long term personal experience in self-funded proprietary day trading and in depth research. Our flagship managed futures program is designed to deliver a regular stream of multi-directional alpha that has a low correlation to traditional and other alternative investment strategies. Having closed 2014 on a new ATH, our track record has clearly outperformed all major CTA indices, showing five consecutive positive years since inception in 2010. Based on this trading philosophy we have recently also launched an equity long/short program, which is designed to capture most of the equity markets’ upside returns, but little of its downside volatility and negative returns over the long term, offering diversification by showing hardly any correlation to traditional long equity approaches over time.
Website: http://www.isatys.ch/singularity/1412_SINGULARITY_ProgramReport_Keyfacts.pdf
Fulcrum
Fulcrum is an independent asset manager founded in 2004 by Gavyn Davies and Andrew Stevens. The firm manages $3.2bn across a range of strategies in three related areas: Absolute Return, Alternative Beta, and Diversified Growth. The firm’s investment approach combines fundamental and technical research teams with investment specialists in all of the major, liquid asset classes. Fulcrum is headquartered in London, with an additional office in New York, and has 48 employees, over half of whom are dedicated to research and risk management.
Website: www.fulcrumasset.com
Future Value Capital
Website: www.futurevaluecapital.com
Harmonic Capital Partners
Harmonic
Capital Partners LLP is an independent quantitative macro manager. Its
investment style reflects the extensive experience of the partners in trading
and institutional fund management.
Harmonic
specialises in spread based trading strategies, producing returns that are
uncorrelated to major stock and bond markets. We have a research focus and
implement our trading strategies systematically, which brings consistency and
discipline
Website: www.harmonic-capital.com/
AHL is a leading quantitative investment manager with an extensive history of performance and innovation. Established in 1987, it is a pioneer in systematic trading. AHL is based in London, Oxford, Pfaeffikon and Hong Kong, is part of Man Group plc and has assets under management of USD 13.3bn (30/09/2014).
KeyQuant
KeyQuant is
an investment manager (CTA) based in Paris. With AUM at $135 million, the fully
systematic Key Trends Program trades medium-term trends (3 months) and long-term trends (12
months) on a diversified portfolio of future contracts on equity indices,
rates, bonds, currencies, and commodities. KeyQuant has a unique approach to
trend-following (no moving averages) and an innovative approach to risk
(extreme risk = model risk).
Lyxor
Lyxor Asset Management is a subsidiary of the Société Générale Group with over 17 years of experience in CTA & systematic portfolio management. Lyxor is at the helm of the Epsilon Programme, which has been continuously managed for over 17 years. A systematic, price-driven, medium-to long-term trend following strategy, the Epsilon Programme trades listed futures only and
Website: www.lyxor.com
AHL
AHL is a leading quantitative investment manager with
an extensive history of performance and innovation. Established in 1987, it is
a pioneer in systematic trading. AHL is based in London, Oxford, Pfaeffikon and
Hong Kong, is part of Man Group plc and has assets under management of USD
13.3bn (30/09/2014).
Websites: www.man.com / www.ahl.com
Old Park Capital
Founded in 2009, Old Park Capital is a London-based,
FSA-regulated and authorised asset management firm that manages the Maestro
Strategy- a systematic arbitrage strategy. Old Park Capital is owned and managed by principals who between them
have over 40 years of experience in asset management and investment advisory
roles at some of the world’s largest financial institutions.”
Website: www.oldparkcapital.co.uk
BGR Asset Management
Global long-only large-cap
equity strategy, value-driven investments with a core portfolio of about 35
stocks (equal weighting) with low volatility. Optimum period is 12 to 18
months.
Target return of 10% per annum,
absolute return, focusing on value.
Value defined as:
- A
company meaningfully cheaper that its 10-year historical average in terms of
price-earnings ratio
- A
company meaningfully cheaper in valuations than its’ direct peers
- A company whose share price
has meaningfully underperformed its’ direct peers by more than 25% over at
least one calendar quarter
Cedar Knight
CedarKnight is a highly specialised boutique asset management group utilising high value absolute return investment strategies historically deployed by leading bank proprietary desks. Specialising in managing portfolio and risk efficiently across specific jurisdictions over defined asset classes using bespoke financial instruments and investment structures.
Website: www.cedarknight.com
CBOE
CIAM
CIAM is a Paris based asset manager
specialized in Event Driven (Hard catalysts). CIAM is involved in merger
arbitrage as well as pre and post corporate event situations, with a component
of activism in Europe. CIAM ended 2014 on a +14.55% net performance for its
Opportunities Fund, and with its AIFM passport delivered by the regulator.
Website: www.ci-am.com
Clerkenwell Matterhorn Fund
Long biased absolute return fund of European listed real estate securities.
Active since 1980, Adrian holds what he sees as exceptional opportunities in UK/Europe, including those unavailable directly, in a core high conviction portfolio, with trading positions in liquid blue chips (ETFs), to boost returns. Adrian applies UCITS style risk controls: he manages market stress by reducing gross/net exposures and holding cash, and using shorts when appropriate.
Moderate gearing: max. 1.5x.
Onshore Malta structure launched September 2012.
Compound returns: 23%.
Cube Capital
Cube Global Opportunities fund identifies themes around disruptive events, which we believe dramatically change the perception of risk. Launched May 2009, it is a global event-driven fund with a focus on European and Asian markets. It’s opportunistic in its approach to find dislocated trades and orphan assets across equity and credit, both long and short.
Website:
www.cubecap.com
D'Alembert Capital
Ironshield Capital Management
Ironshield Capital Management is a special situations investor focusing on
short to medium term event-driven situations in stressed/distressed European
corporate credit. The team, one of the most experienced in our space, generate
absolute returns by constructing a concentrated portfolio of long/short
fundamental value and restructuring opportunities from across developed
European jurisdictions.
Website: www.ironshieldcapital.com
Mako Group
Mako Global
Investors provides asset management services to the CT Invest Fund which
launched on October 1st 2014. It is a generalist fundamental
European Equity Long/Short Fund with a focus on Pan European
Cyclicals/Industrials and on German speaking countries. The strategy takes a
fundamental bottom-up stock picking approach based on valuation and earnings.
In addition, sentiment and technicals are taken into account for position
sizing: these form the inVEST criteria. The investment process is dynamic and
flexible looking to add alpha in all stages of the economic cycle.
Website: www.makoglobal.com
Markham Rae
Markham Rae is a macro fixed income manager employing a
discretionary trading strategy which takes a macro top-down view and uses
highly developed pricing and risk management technology to express these macro
themes. The strategy trades G12 developed market Interest Rate and Foreign
Exchange markets within a strictly defined mandate which is independently
enforced by a third party.
Productivity media
Film/TV financing is an inefficient market with a limited number of competitors. Productivity Media Income Fund (“The Fund”) was created to address this market inequality by allowing investors to generate superior risk adjusted returns supported by investment grade collateral. The Fund provides senior secured debt and gap lending backed by government receivables (refundable tax incentives) from A-AAA rated jurisdictions, pre-sales, minimum guarantees and unsold distribution rights. This collateral is further insured by an AA rated insurance company (Lloyd’s of London or Allianz) or takeover provisions. All of which means the loans are exited upon completion of production and NOT on box office, thereby eliminating the risk associated with traditional equity-type film financing. The experienced team of Productivity Media takes advantage of this unique opportunity to invest in quality small to mid-market productions in the US, Canada, UK, Germany, France, Malta and Australia which represents a combined $35B USD in annual production spend.
Website: productivitymedia.net
Pollards Et Filles
Pollards Et FillesPollards Et Filles is a total return Fund that profits from opportunities in Early, Frontier markets in the Caribbean & Latin America; through investing in publicly traded and regulated markets. The Fund is run by a highly qualified team, with over 40 years of investment banking, hedge fund and central banking experience. The company has successfully deployed its quantitative orientated approach to frontier markets to achieve industry-leading returns. The strategy implements a systematic approach to asset selection, portfolio construction and risk management, hence the tagline: “Top Tier Smarts for Frontier Markets”. Pollards Et Filles Capital Management is regulated as a Professional Investment Fund in Malta by the MFSA under EU law.
Website: www.sabrefund.com
Sabre Fund Management
Sabre Dynamic Equity UCITS launched in November 2014. It employs a defensive equity long/short strategy with a variable bias. The Fund targets annualised volatility of 10% and returns of 15-17% p.a. The Fund is a mirror of the strategy incepted in January 2013 in a Cayman structure which has achieved compound annual returns of 15.6% from Feb 2013-Nov 2014.
Website: www.sabrefund.com
Sycomore Asset Management
Sycomore
Asset Management is an employee-owned, Paris-based money management firm
started in 2001 and managing $2.9bn on equities for European institutional
investors (Sovereign Wealth Funds, Private Pension Plans, Insurance Companies,
Banks, Family Offices). The firm is known for its expertise on fundamental
long-only strategies and has hired a dedicated equity long-short team in
October 2010 which now oversees $230m. Our core equity long short strategy is
directional and invests on European companies with asymmetrical setups
according to our in-house fundamental analysis framework. The strategy targets long
term equity-type returns (i.e. 10%) with below 8% volatility.
Website: www.sycomore-am.com/en/institutionnels/Our-offer/Net-Asset-Values/Sycomore-L-S-Opportunities-I
Twenty First Capital
A genuine Absolute Return fund, non-correlated from both fixed income and equity markets with a highly liquid and transparent product. The fund combines two different approaches within one equity portfolio, in which risk control is prioritised to generate recurring, low volatile returns, within a UCITS Luxembourg based structure with daily liquidity.
Website: www.twentyfirstcapital.com
