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