Hedge Fund Awards 2016

http://www.acquisition-intl.com/hedge-fund-awards 106 ~ Best Systematic Manager - Europe & Best Diversified Futures Fund (Since Inception): SMN Diversified Futures Fund SMN Investment Services is a systematic asset manager based in Vienna, Austria which specialises in quantitative trading strategies. We speak to Gernot Heitzinger who talks us through this dynamic and innovative firm as well as their award winning fund. SMN’s flagship product, SMN Diversified Futures Fund was set up in 1996. Besides that we are currently run- ning a systematic equity programme as well as a fixed income strategy. Our client base is mainly institutional, but we also work with private banks and their clients as well as family offices. All our investment processes are strictly rule based. We strongly believe that the long term value added of an investment strategy lies in the manager´s discipline to maintain his investment philosophy irrespective of mar- ket environment. This can be very difficult in some periods but in the end it pays off to consequently do what you can do best. We have always been convinced about the merits of a disciplined trend following approach. During the difficult years from 2009-2013 many investors expected us to initiate fundamental changes in our process. Of course we always kept on researching and also did some gradual fine-tuning of the approach, but we kept the underlying philosophy unchanged. When trends came back in 2014 this consistency was rewarded. The fund operates as a highly diversified CTA strategy. The investment philosophy is capturing market momentum via trend following. The investment universe comprises more than 200 markets from all different sectors, financial markets and commodity markets. Risk management has always been the highest focus in our research work. Over the past years we have put a lot of effort in further upgrading our embedded risk management tools and we developed a unique correlation overlay and the SMN Risk Index. Both features had a significant influence on our risk adjusted returns. Systematic strategies have gone through difficult times and at the same time it was rather easy for investors to achieve sufficient return from strategies much easier to understand. Times will definitely become more chal- lenging and volatility will come back as well, so I look forward that CTA strategies will be of more importance 3-5 years ahead. We have expanded our product range into systematic equities and systematic fixed income and we will be working on further investment solutions alongside the needs of our clients. Company: SMN Investment Services GmbH Name: Gernot Heitzinger Email: [email protected] Web Address :www.smn.at Address: Rotenturmstrasse 16-18, A-1010 Vienna Telephone: +43 1 513 25 51-25 SMN Investment Services