Zug, Zug, Switzerland
Specialties: Single Strategy Hedge Funds: Absolute Return, short-term quantitative equity and volatility arbitrage hedge fund strategies. Alternative Asset Management, Adaptive / Tactical Asset Allocation mandates. Multi Manager Hedge Funds: Investment and Operational Due Diligence on Hedge Funds. Fund of Separate Managed Accounts (SMAs) with a focus on CTA, Global Macro, FX and Equity related strategies.
Deep Field Capital is a Switzerland-based (CFTC/NFA regulated), independent, purely systematic asset manager, developing and trading highly reactive intraday and short-term systematic programs in global futures and equity markets in a top-tier institutional setup. All trading programs share similar strengths like a “convex” long volatility profile, positive skewness, negative correlations to other asset classes and a positive performance capture on large equity down-days (e.g. Feb & Oct 2018), while taping into different return sources. Deep Field currently manages the following quantitative intraday & short-term trading strategies: 1.) Intraday Crisis Alpha (ICA) Program: intraday momentum on global equity indices 2.) Systematic Volatility Arbitrage (VolArb) Program: multi strategy short-term volatility arbitrage 3.) Liquid Equity Alpha (LEA) Program: directional intraday mean-reversion on single stocks 4.) Singularity Program (SY): short-term momentum across asset classes
SwissAnalytics Ltd. performs independent due diligence of hedge fund managers on a contract basis for various companies; ISO 9001 certified due diligence process; qualitative and quantitative assessment including onsite meetings. www.swissanalytics.com
SwissAnalytics AG, Company providing alternative investment due diligence services in Zurich, Switzerland - Consulting role
Systematic Absolute Return AG (SAR) is an independent alternative investment firm specializing in liquid hedge fund strategies. It was launched 2001 in Miami, Florida and relocated in 2005 to Zürich Switzerland. SAR is fully owned by its employees and is regulated by FINMA and Polyreg under Swiss law.
Systematic Absolute Return LLC, Asset Management company in Miami, USA - Portfolio Manager U.S. Equity Alpha Strategy - Portfolio Manager Stable Absolute Return FoF Responsibilities: - Operational Management of quantitative single strategies - Support quantitative research and strategy development - Investment as well as operational due diligence on hedge fund managers - Multi-manager portfolio construction and management - Negotiation and implementation of leverage agreements with banks and Constant Proportion Portfolio Insurance (CPPI) products for clients - Client relationship manager - Sales
Expectunity Asset Management AG in Zurich, Switzerland - Founding partner, Director - Portfolio manager of quantitative global managed futures strategies - Portfolio manager of a forex fund for AIG Private Bank in Zurich - Co-developed a quantitative risk management software sold for several million to a venture capitalist Responsibilities: - Management of quantitative single strategies - Quantitative research and strategy development - Developing research software and developing accounting, trade reconciliation and order tracking software. - Implementation of strategies offered - Sales