Octave Investment Management, the London-based systematic
investment firm led by former Deutsche Bank quant equity expert
Tarun Joshi, is making good progress with its inaugural Octave
Equity Fund - which launched in November 2010 and is
annualising at around 4% after 11 months of trading in a highly
turbulent European equity market environment.
CEO and portfolio manager Joshi spent five years at
Deutsche, most recently in the quantitative product structuring
team, and was involved in designing several of the bank's
successful quantitative equity strategies based on its CROCI
equity valuation model.
Octave's chairman is Shamil Chandaria - a former Deutsche
managing director who is well-known in the industry as the
original backer and founding chairman of...