Stream session: Equity market neutral and quant strategies
Thu May 24, 2012
The beauty of being ‘boring’ in equities
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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.
|Sven Bakker, Inigo Lecubarri, Stefan Nydahl,
Lawrence Staden, Otto Francke
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
ISSN: 2151-1845 / CDC10004H
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