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Management Team

Team members have more than 15 years of trading and asset management experience, as well as advanced risk management qualifications. Trading experience: quantitative and algorithmic trading, legal and tax arbitrage, event- driven strategies, corporate deals. Members of the management team are involved in active research, including publications in the top finance journals, currently active focus on using option- implied information in asset management (implied correlation, skewness, variance risk premium, option-implied factor structure and factor exposure). 

Investment Approach

The fund invests only in the very liquid exchange-traded instruments (selected exchange-traded funds and notes) in the U.S. market, exploiting a number of dependencies between three asset classes, namely, government-grade fixed income securities, equity market, and market volatility. A limited number of option positions is held for hedging extreme risks. We use a number of independently derived strategies (with different principles, frequencies, and signals) based on the same major asset classes and mitigate the model risk by model diversification. 

Objective: capital appreciation

Principles: smart strategy management

economic motivation multi-strategy with few assets low inter-strategy correlation low tail dependency
low tail risk, i.e., drawdowns 

Partner
Donald John Trump

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info@mysite.com

+123-456-7890

Senior Associate
Donald John Trump

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info@mysite.com

+123-456-7890

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Academic Board

Professors from several leading European Universities and Business Schools contribute to developing of new strategies, analyzing ideas, and providing expertise for our investment approach. All Academic Board members are active researchers in the relevant asset management areas, and also have publications in the leading finance and economic journals, and are active in research on empirical asset pricing, Bayesian and standard econometrics, derivatives, and portfolio management 

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