Investing group for Canada’s $500 billion CPP Investment Board, doing mega-cap acquisitions and financings. He earlier worked in Silicon Valley investing in technology for Accel-KKR and Goldman Sachs. Petruzella has a BA in Economics from Western University. De Valois-Franklin has an HBA from Ivey Business School at Western University.
Michael Pope
Founder and Portfolio Manager Wellfield Capital Houston, Texas
Michael Pope founded Wellfield Capital in July 2022 in Houston, Texas. The investment strategy is equity long/short relative value, focusing on the energy value chain in North America and developed Europe. Fundamentals, thematics and money flows are all sources of idea generation, which also focuses on how different parts of the value chain perform at various stages of their respective cycle. The strategy can take some degree of industry, macro and beta tilts while style and factor tilts are minimal. Assets under management are $330 million as of July 1, 2023. Pope was previously an energy and industrials portfolio manager, managing a seven-person global energy team at Citadel’s Surveyor Capital. Before that he worked in research and analyst roles covering energy for two other buy-side firms: long/short manager TPH Asset Management and long-only manager The Mitchell Group. His career began on the sell side, covering oilfield services and pipelines for Credit Suisse and BMO Capital. He has a BSc in Business Administration from Trinity University in San Antonio, Texas. Marc Ortiz, a former Goldman Sachs prime broker who previously worked at First Quadrant and Tudor, Pickering, Holt & Co., is the COO and CCO.
Carl Radford/Mike Rothlin
CIO/Senior Portfolio Manager White Elk Alpha Fund Hong Kong
In July 2023, Carl Radford and Mike Rothlin launched the Cayman White Elk Alpha fund, and separately managed accounts, on the Wolver Hill Asset Management platform. White Elk trades a global macro relative value strategy, targeting uncorrelated returns in the mid-teens, with a convex return profile that is designed to diversify equities. A directional macro portfolio trading rates, currencies and equity indices is combined with a delta neutral relative value book trading niche interest rate derivative and fixed income strategies in the Asia Pacific markets. White Elk also enhances returns by optimizing leverage costs and returns on cash through its integrated
collateral management strategy. Radford was previously a portfolio manager at Brevan Howard Asset Management and before that at BlueCrest Capital Management. He was earlier Global Head of Dollar Bloc Rates Trading at Nomura International in London and Global Head of AUD and NZD Derivatives Trading at HSBC Hong Kong. Rothlin was previously Head of G10 Trading for FX Cash and Short-Term Rates for Asia Pacific for HSBC and earlier Director of STIRD Asia for Société Générale, both in Hong Kong; a senior trader of G10 FX for Barclays Investment Bank and ABN AMRO Bank NV both in Singapore, and a derivatives trader at Rothschild in Sydney. Rothlin has a Masters in Applied Finance from Macquarie University. Radford has a BA in Commerce from Sydney University.
Christian Schuster
Senior Portfolio Manager and Partner First Private Investment Management Frankfurt am Main
Christian Schuster created the First Private Commodities long/short strategy, which is based on four pillars of strategies: curve and carry, momentum, passive flows and seasonality. They are applied to energy, base metals and precious metals (with no agriculture nor livestock). Passive flows, and associated roll dates and premiums, are important in commodities because a high proportion of assets are passively managed. Momentum captures uptrends and downtrends. Curve and carry strategies go long of commodities with highest backwardation and short of commodities with highest contango. Seasonal patterns in commodities could include natural gas prices being higher in winter and gasoline prices higher in summer. The strategy sizes the four lowly correlated sub-strategies for equal risk contribution, subject to an overriding cap of 10% on volatility. The strategy has operated since 2015 inside UCITS multi-asset funds and mandates, and has been a standalone UCITS fund, generating a Sharpe ratio of 0.8, with a low equity and bond correlation, between December 2018 and April 2023. Schuster was previously Managing Partner at Alpha2 Invest, and earlier portfolio manager at Alpha-Centauri. He has a degree in Economics from University of Hamburg.
Christophe Sfeir/ Raphaël Sfeir
Co-Founders, CEO/CTO Constella Capital Luxembourg
Constella is a quantitative hedge fund specialized in market-neutral strategies. Since 2019, the fund has generated net returns over 25% per year, a Sharpe near 3, and been profitable
in 99% of weeks. Investment strategies are designed to capitalize on market inefficiencies, liquidity fragmentation and price dislocations, while maintaining a non-directional exposure in digital asset markets. They include cross exchange spot and derivatives arbitrage, market making, carry trades, and mean reversion trading strategies, which can be combined in flagship and customised multi-strategy programmes. They deliver uncorrelated returns, monetising arbitrage and trading opportunities, while prioritizing the preservation of capital during market downturns. Since 2017, Constella has developed proprietary and fully automated operating systems. The team has developed techniques and algorithms tailored to tasks such as optimising trading speeds, sophisticated hedging algorithms, multi-level risk management process and order routing. The firm uses proprietary infrastructure for data warehousing, processing, signal generation and continues to evolve its technology, AI and alpha generation capabilities. Christophe Sfeir has a decade of experience in investment banking at Natixis, Société Générale and Calyon in London and NYC and a 6-year investment discipline as a digital asset trader. He holds a MSc in Quantitative Finance from Toulouse Business School. Raphaël Sfeir has been coding since his teenage years, has worked in various coding and software engineering roles and holds a MSc in Engineering from Centrales Nantes.
Hayden Van Reijn
Fund Manager Crossborder Capital London
Hayden Van Reijn joined Crossborder Capital in 2018, started running a macro systematic equity strategy in separately managed accounts in September 2019, and launched Crossborder Capital Macro Fund UCITS in January 2021. From 2019 to 2022 the strategy has consistently achieved its objectives. It has demonstrated its ability to provide downside protection while outperforming the MSCI World index with lower volatility. The strategy has achieved annualised returns in the high single digits, supported by a Sharpe ratio near 1. Notably, the strategy delivered double-digit returns in both 2020 and 2022, driven by a combination of directional exposure and country selection. It employs a data-driven system that leverages macroeconomic data inefficiencies. Proprietary machine learning and big data algorithms are utilised to monitor and evaluate liquidity conditions, risk appetite and economic growth momentum. These algorithms generate daily investment and trading signals, which inform the strategy’s positions in equity index, option, and FX futures across various countries such as the US, UK, Eurozone, Japan, Canada, Brazil, South Korea, South Africa, Italy, France, Germany,
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