Asset Management
Our asset management team is focused on delivering excellent performance in liquid markets across three multi-strategy programs available to accredited and institutional investors only.
Our data-driven investment process combines state-of-the-art technology with trading expertise to process large sets of multi-horizon economic and financial data. Our risk-controlled frameworks offers optimal risk-adjusted returns under stringent risk constraints.
Systematic Asset Allocation (SIGFI SAF)
Access an 'All Seasons', institutional grade, dynamic and customisable strategy - with full transparency and weekly liquidity.
SAF seeks to deliver stable returns in normal market conditions and to preserve capital during downturns by allocating risk dynamically during the market cycle. Diversification is achieved with granular investing across six asset classes, and trading only the most liquid instruments. Stringent risk limits are applied to each instrument and at the portfolio level. We further enhance protection during downturns with a multi-layered risk management process to cap portfolio volatility.
SAF has a 'long-only', no leverage approach with a target volatility of 6% and aims to generate 6% above the Secured Overnight Financing Rate (SOFR). The volatility level can be customised to your own personal risk tolerance, contact us for more details.
Multi-Asset Trend & Arbitrage Operators (MATAO)
A proven liquid quantitative global macro portfolio combining market-neutral and macro-directional strategies within an adaptive portfolio allocating risk dynamically across different return clusters.
In an era of central bank market distortion and technological disruption, MATAO, is well suited to outperform traditional trend-following and risk-parity strategies. Those strategies have a tendency to push prices above and below sensible valuation levels. The MATAO investment process can identify and exploit valuation anomalies created by these investments programs.
Built from the ground up, our proprietary algorithms screen a wide array of data (economic, structural, price, etc.) to identify valuation opportunities and momentum across all asset classes. This repeatable investment process removes behavioural bias and harnesses the benefits of both market-neutral and macro-directional strategies.
The end result is a resilient portfolio that is truly complementary to more traditional asset allocation, by delivering both long-term capital appreciation and drawdown minimisation with virtually zero correlation to the main asset classes.
MATAO risk level can be tailored to your personal tolerance, contact us for more details.
LaGrange Digital Asset Management (LDAM)
A risk controlled, multi-strategy, multi-manager absolute return fund. LaGrange Digital is a risk controlled multi-strategy multi-manager absolute return fund that aims to deliver a non-correlated high risk & drawdown adjusted return stream by diversifying trading style and operational risks.
LDAM capitalises on volatility, volume and 24/7/365 crypto trading. Deploying capital to best of breed 'systematic' managers operating in four non-correlated trading strategies; Market Neutral, Trend Following, Volatility Arbitrage, Cash & Carry. Each strategy is weighted according to a proprietary risk-balanced approach that seeks to equalise their risk contribution.
A top-down risk optimisation framework with triple-layered risk constraints is applied on the portfolio to reach the desired risk level and ensure that the portfolio's volatility, beta and correlation to crypto currencies are kept within pre-defined limits.
LDAM benefits from the extensive research and algorithmic capabilities developed our sister company Laplace Research Capital by a team of engineers and finance practitioners. Founded by Remy Klammers, and spread across key Asian locations (Tokyo, Hong Kong, Singapore), Laplace Research Capital has been successfully trading cryptocurrencies since 2018.
