Funds
LoCorr Funds has restructured its Managed Futures Strategy Fund in a bid to provide benefits to investors by reducing overall fund expenses, focusing on improving tax efficiency and offering access to three prominent institutional investment managers in the managed futures space.
The new fund structure provides more transparency and clarity through the elimination of the total return swap and thereby offering direct access to the investment managers as sub-advisers of the Fund. This change eliminates all fees associated with the swap, including any performance-based incentive fees paid to the underlying managers. The overall fees will be a minimum of 1.55
For the last three years, Sabre Fund Management, one of London's most well established hedge fund managers, has been running a low net equity strategy in tandem with the market neutral Sabre Style Arbitrage Fund.
Launched in February 2013, Sabre Dynamic Equity Fund is a fully systematic equity long/short strategy with a variable bias.
"On average, markets go up. So by constraining a strategy to remain market neutral – as we do with our Style Arbitrage Fund – you will leave some of the available equity returns on the table. What appeals to investors about our Dynamic Equity Strategy is that
At the heart of Swiss-based RBR Capital Advisors AG's investment philosophy is the strong belief that rigorous bottom up research has the potential to allow it to outperform the markets on a consistent basis. RBR Capital invests in companies by building a strong fundamental investment case allowing it to take meaningful position sizes in those companies in which it has the most conviction.
Rudolf Bohli (pictured), Founder and CEO of RBR Capital Advisors, and his investment team invests only in Continental European equities where, as Bohli explains: "we have strong local alpha with Swiss and German companies due to the
Quaesta Capital AG is an independent Swiss financial services provider with a primary focus on currency management. Based in Pfaeffikon, Switzerland, Quaesta Capital AG was founded in 2005 and currently manages approximately USD3bn in currency volatility and global macro strategies and bespoke currency overlay mandates.
It is regulated both by the Swiss Financial Market Supervisory Authority (FINMA) and the US Securities and Exchange Commission (SEC).
Quaesta Capital's FX long/short volatility programme is called v-Pro & v-Pro Dynamic. It has a nine-year track record, a Sharpe ratio of 0.88 (through 31st Jan 2016), and is market neutral in its trading style. The v-Pro
Piquant Technologies' Pegasus Fund launched in 2013 and has delivered stable and diversifying returns annualising at just over 10 per cent. Piquant runs a fully automated portfolio, gaining trading insights by applying machine-learning techniques to huge datasets.
The model uses multiple signals and as Piquant's Chief Investment Officer James Holloway (pictured) comments: "It's hard to find new signals and it's even harder to aggregate all that information and know what to do with it; not only to try and determine which way the markets are going to go, but also to make predictions about risks, costs, and liquidity.
"We have
The IQ Hedge Multi-Strategy Tracker ETF (`QAI') seeks to replicate the risk-adjusted return characteristics of hedge funds using multiple hedge fund investment styles, including long/short equity, global macro, market neutral, event-driven, fixed income arbitrage, and emerging markets.
Since its inception in 2009, QAI has outperformed the Barclays US Aggregate Bond Index during all 12 rising rate periods. Based on IndexIQ's proprietary rules-based process, QAI rebalances exposures across the broad hedge fund strategies to respond to the changing dynamics of the market. To clarify, QAI does not invest in hedge funds and the Index it tracks (IQ Hedge Multi-Strategy Index) does
Hendrik Klein and his team at Zurich-based Da Vinci Invest AG have been trading futures on Eurex since 1995, using a sophisticated algorithm to track economic indicators. In 2009, when Need to Know News brought out a computer-readable news feed, Klein immediately implemented it into the Da Vinci algorithm.
The proprietary strategy that resulted was highly successful, generating nearly 14 per cent between August and December of 2009. On 1st June 2011, the strategy, which scans newsfeeds for econometric indicators such as non-farm payroll data, US unemployment figures to trade as soon as there are discrepancies between the consensus view
Blue Diamond Asset Management is an independent privately owned company based in Pfaffikon, Switzerland. The team of 4 investment professionals and one COO has a singular focus on the Non-Directional strategy. The strategy uses systematic, proprietary investment processes to capture opportunities arising in the equity volatility markets to generate attractive risk-adjusted returns. Since the strategy launched on 30 September, 2011 it has generated a gross annualised return of 31.9 per cent, 21.6 per cent net.
The fund itself commenced trading on 1st May, 2012. To demonstrate the robustness of the strategy, it has generated +0.7 per cent average monthly return
Hamilton Lane’s New York Credit SBIC Fund has successfully completed its first investment. In partnership with company management, the fund is providing debt and equity to invest in LeverPoint Management a Clifton Park, NY based fund administration business that offers full service accounting, tax and back office support within the alternative investment sector.
LeverPoint is a small business with a significant presence in the state capital region and plans to further expand operations in the state.
"LeverPoint represents the first of what we expect to be many attractive investments that we plan on executing across New York State through the
Silver Creek Capital Management, an alternative investment boutique focusing on private credit, hedge fund and real asset strategies, has announced that Twin Creeks Timber has completed the acquisition of its initial portfolio of 260,000 acres of Southern US timberland located in five states sourced from Weyerhaeuser Company and valued at approximately USD560 million.
Silver Creek also announced that Maine Public Employees Retirement System has committed the final USD150 million necessary to complete institutional funding for Twin Creeks. Other lead institutional investors in Twin Creeks include the Washington State Investment Board, the Oregon Public Employees Retirement Fund, and the Alaska Permanent
