Stream session: Equity market neutral and quant strategies

May 24, 2012  


The beauty of being ‘boring’ in equities


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Sven Bakker, Inigo Lecubarri, Stefan Nydahl, Lawrence Staden, Otto Francke
Following a generally good year in 2011 for equity market-neutral and quant strategies, four specialists gathered on stage to discuss the benefits of these approaches, and what makes their strategies work.

Panellists were Sven Bakker, CIO at Saemor Capital; Inigo Lecubarri, founder of Abaco; Stefan Nydahl, CIO of Brummer-affiliated Archipel Asset Management; and Lawrence Staden, founder of GLC.

Lecubarri observed that the inherently low beta of a market-neutral strategy can be a disadvantage in the eyes of investors, particularly when the market is rallying. His fund – a sector-neutral equity strategy focused purely on financials stocks, and the only non-quant fund represented on...

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Data

April 2013 European regional fund

Composite
Index Composite
EuroHedgeApr 13YTD%
Composite0.62%3.34%100%
Convertible & Equity Arbitrage EUR2.28%5.22%100%
Convertible & Equity Arbitrage USD0.90%3.54%100%
Credit EUR1.09%4.42%100%
Credit USD0.64%3.73%100%
Currency-1.00%-0.56%100%
Emerging Market Debt USD1.05%1.65%100%
Emerging Market Equity USD-0.01%2.99%100%
Equity Market Neutral & Quantitative Strategies EUR0.59%3.21%100%
Equity Market Neutral & Quantitative Strategies USD0.44%2.92%100%
European Equity EUR-0.02%3.36%100%
European Equity GBP0.01%5.56%100%
European Equity Nordic1.04%5.29%100%
European Equity USD0.22%4.46%100%
Event Driven EUR0.24%2.62%100%
Event Driven USD0.42%0.36%100%
Fixed Income EUR0.51%1.36%100%
Fixed Income USD0.33%1.04%100%
Global Equity EUR0.53%3.92%100%
Global Equity USD0.50%4.68%100%
Macro EUR0.75%2.12%100%
Macro USD1.07%3.10%100%
Managed Futures EUR2.28%5.45%100%
Managed Futures USD2.70%6.16%100%
Mixed Arbitrage & Multi-Strategy USD1.28%4.03%100%

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