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Tourbillon Strategic
Our investment philosophy is inspired by the accuracy and precision of the tourbillon watch movement, developed around 1795 by the watchmaker Abraham-Louis Breguet to decrease margins of error. We aim to generate alpha and deliver superior investment performance through our highly liquid and uncorrelated investment strategies.
We manage two listed performance linked notes and a Notified Alternative Investment Fund, deploying capital in accordance with our core investment principles. Our objective is to deliver superior risk-adjusted returns to investors with low volatility and minimal drawdowns, whilst maintaining zero directional bias to equity markets. We specialize in quantitative algorithmic trading, structured finance and arbitrage.
Strategies
We allocate capital across three core strategies; structured finance, derivative arbitrage and quantitative algorithmic trading. Capital will be deployed across multiple diversified, uncorrelated, liquid strategies. Targeting investments which are extremely low risk and market neutral, offering superior risk-adjusted returns to investors.
- Intraday Systematic Strategy – The intraday, technology driven, systematic equity trading strategy seeks to exploit daily price action on US and European equity and futures markets using an in-house systematic quantitative model, which generates trading signals.
- Derivative Arbitrage Strategy – The derivative arbitrage strategy is structured to benefit from systematic dislocations in the optimal exercise behaviour on regulated US listed option exchanges without exposure to price action in the underlying instrument.
- Structured Finance Strategy – This strategy is market neutral in nature and identifies pricing differentials between equity investments and the associated market hedge, which can arise over certain corporate actions during the year. Most trades are actioned within European equity markets.
The Team
The investment committee has over 60 years of experience within financial markets and have managed assets across most market segments within the equity and derivatives space. They are specialists within equity finance, algorithmic trading and derivatives arbitrage. This expertise allows Tourbillon Strategic to unveil, structure and implement complex arbitrage through an efficient and adaptable process, from inception to settlement. The team are continuously exploring new opportunities to exploit pricing inefficiencies in publicly traded liquid markets.
At the core of the team are three portfolio managers supported by a wider team of structurers, analysts and traders. At Tourbillon Strategic we operate under strict regulatory conditions with a key focus on risk management and compliance.