Global Excellence 2020

Acquisition International - Global Excellence 2020 97 18 Acquisition International - Issue 1 2020 Nov19047 Securing Swiss Success Founded in 2011 as a spinoff from one of Switzerland’s largest institutional family offices, Tolomeo Capital AG is a systematic asset and risk management company that seeks to successfully manage quantitative investment strategies. Having been named the country’s Best Systematic Asset Management Firm for 2020, we profiled the firm to learn more about its recent successes as it looks forward to the next decade. eadquartered in the centre of Zurich, Tolomeo has managed to establish itself within a niche of quantitative asset managers with a distinct investment strategy. Throughout the last nine years, the firm has focused on the systematic and technology-driven exploitation of short-term price anomalies in global equity and fixed income markets. Since the company’s formation in 2011, it has been regulated and licensed as an asset manager of collective investment schemes by the Swiss Financial Market Supervisory Authority (FINMA). Whilst there only a few managers and firms that focus purely on systematic exploitation of short-term price anomalies in global equities and fixed income markets, few do it better than the team at Tolomeo. The focus on short-term patterns puts the firm between the large group of managers who utilise investment horizons of a month and longer, and the smaller group of those who follow markets at a higher frequency. Tolomeo’s short-term positioning offers its clients a differentiated investment strategy that can result in uncorrelated return streams. Uncorrelated return streams can, in turn and within reason, reduce the risk when investing. As part of the firm’s focus onquantitative, technology-driven investment strategies, it also places a strong emphasis on risk-adjusted returns. However, the firm’s main dedication remains on building a proprietary and state-of-the-art technology infrastructure. This infrastructure allows the firm to control every detail of the investment process, from beginning to end. Ongoing research, development, and innovation has allowed Tolomeo to constantly improve its set of productive trading systems. Based solely on the firm’s differentiated positioning and its proprietary technology, Tolomeo has been able to deliver differentiated return streams. The daily returns of the firm do not show any significant correlation to any current or traditional equity or bond market. Nor, in fact, do they correlate to any peer or peer group index. These uncorrelated return streams that Tolomeo unearth can massively reduce the risk of investment for clients. H By focussing on short term trading patterns, with holding periods from a couple hours to a couple days, Tolomeo has established itself in a niche market, between the high frequency managers and the vast set of managers with longer holding periods of several weeks and months. Tolomeo continues to stand out as a beacon of what can be achieved with a small but determined and well-trained team of staff from technical and scientific disciplines and backgrounds. With people from investment management and risk management, to financial mathematics and software engineering, every single person brings something unique to the table and makes the firm what it is. The volatility and complexity of today’s markets, coupled with the abundance and speed of information and data flow, has meant that Tolomeo’s highly-educated staff and long-standing experience in the application of knowledge is a key characteristic of the firm. For the last nine years, the firm has remained at the forefront of developments within the industry to become Switzerland’s best systematic asset management firm. Company: Tolomeo Capital AG Contact: Ivan Popovic Website: www.tolomeo-capital.com “Tolomeo’s short-term positioning offers its clients a differentiated investment strategy that can result in uncorrelated return streams. Uncorrelated return streams can, in turn and within reason, reduce the risk when investing.” Best Systematic Asset Management Firm, 2020 - Switzerland