Our Funds & Strategies in Singapore

Aquanthus Capital Management

Aquanthus Capital Management是一家专注于系统化宏观交易策略投研的资产管理公司。

系统化宏观交易策略能够捕捉到来自全球市场由于失真或者不对称性引起的各种风险溢价。在基本策略框架中,对不同资产类别的价值和动量变现进行跟踪,同时记录了它们的不相关性,加入各种压力参数后降低其下行风险。当前运用在交易中模型和策略包括定向宏观、趋势跟踪、波动性和均值回归,并且这些策略都在不断优化和升级。

关于投资组合经理的背景

Olivier Alvarez从事交易、风控和量化分析方面工作超过15年,具有丰富的行业经验。在成功对其低频量化交易策略模型测试后,他于2018年创立了Aquanthus资产管理公司。

Olivier 目前担任 Privium基金管理(新加坡)公司的投资组合经理,同时担任 Rcube资产管理公司的交易负责人(从2019年10月开始) 。

加入Privium之前,Olivier 曾经在法国巴黎银行亚洲分部担任定量固定收益团队的负责人。他还曾在全球领先的交易商间经纪人 BGC Partner公司担任董事总经理,主要负责研究和开发 Capitalab 的项目,这是一家专门优化金融机构资本业务服务的金融科技公司。Olivier最初任职于大学担任数学副教授角色,开始其职业生涯。

Olivier 毕业于法国巴黎综合理工学院。他拥有巴黎第九大学应用数学博士学位和工商管理硕士学位。

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