Hedge Fund Awards 2015

Hedge Fund Awards 2015 www.acquisition-intl.com 91 Quantmetrics was founded in 2003 by James Fowler and Dr Mushtaq Shah. They have a combined experience of nearly 50 years in quantitative investment management, and have been working together since 1997. Mr Fowler and Dr Shah are responsible for all investment manage- ment decisions taken at the firm, and remain heavily involved in the research process. Quantmetrics is a boutique investment manager specialising in niche short term systematic strategies. Quantmetrics offers two managed futures products to institutions via managed accounts (QM Premier 12V & QM Directional 10V) as well as an offshore fund (QM Multi Strategy) that has exposure to both products. Each product uses statistical and econometric models to exploit small and temporary pricing discrepancies in the futures markets. We are cognisant of the drivers of the behavioural effects we try to exploit and employ a targeted approach to capture different opportunity sets at different times, including models designed to do well during times of crisis. Our products benefit from high liquidity and a low correlation to both equities and bonds, giving an overall profile that seeks to generate steady returns in all market conditions and in particular during times of market crisis. QM Directional 10V Launched in 2007, the QM Directional strategy trades futures across equity indices, government bonds, FX and commodities. It comprises a predictive strategy which is insensitive to overall market conditions and, therefore, useful in low volatility environments, as well as a reactive component. The average holding period is 20 hours, targeting a volatility of 10%. Quantmetrics Capital Management LLP 1 Red Place, London, W1K 6PL Tel: +44 (0)20 75699300 Email: [email protected] Website: www.quantmetrics.com Best Quantitative Directional Futures Strategy - QM Directional Strategy Quantmetrics Verrazzano Capital was founded by Guillaume Rambourg (CIO) in October 2011. Guillaume employs the same strategies he co-managed at Gartmore Investment Man- agement, where he worked from 1995-2010, co-managing equity long short portfolios, including AlphaGen Capella and AlphaGen Tucana. The firm invests in large and mid- cap European equities using fundamental analysis and active portfolio management. Verrazzano manages two strategies. The Verrazzano Eu- ropean Opportunities Fund is more diversified employing lower gross and net market exposures and a part tactical/ part fundamental approach. It has an objective to deliver returns with lower volatility than, and low correlation to the equity market. The Verrazzano European Focus Fund is a concen- trated portfolio employing higher gross and net market exposures with a greater emphasis on core fundamental holdings, with a small element of tactical trading. Verrazzano Capital SAS Address: 10 rue de Castiglione, 75001 Paris, France Phone: +33 (0) 1 53 57 33 60 Website: www.verrazzanocap.com Best Boutique European Equity Specialist Verrazzano Capital