Hedge Fund LP
A systematic approach to alpha generation across global macroeconomic dislocations, combining quantitative modelling with fundamental analysis.
The mandate at a glance.
The Hedge Fund LP pursues alpha across global macroeconomic dislocations, applying multi-timeframe, cross-asset relative value. Quantitative modelling is integrated with fundamental analysis, and risk is governed by daily 95% Value-at-Risk monitoring and a disciplined ceiling on gross exposure.
Daily 95%
Value-at-Risk
300%
Max gross exposure
$1M
Minimum investment
How we invest.
The Hedge Fund LP is governed by the same framework that defines the platform: research-led conviction, independent risk oversight and transparent institutional reporting. It operates as a separate Delaware Limited Partnership with its own investment committee.
We commit capital only where rigorous research, prudent structuring and active oversight align, on the same terms we ask of our partners, backed by significant general-partner commitment.
- Multi-timeframe, cross-asset relative value
- Quantitative modelling integrated with fundamental analysis
- Daily 95% Value-at-Risk monitoring
- Maximum 300% gross exposure discipline
What we look for.
Disciplined, repeatable standards govern every commitment we make within this platform.
Global macro dislocation
We pursue alpha across global macroeconomic dislocations, concentrating where relative value is mispriced across asset classes.
Cross-asset relative value
Positions express multi-timeframe, cross-asset relative value rather than directional bets on a single market.
Quant and fundamental integration
Quantitative modelling is integrated with fundamental analysis, so signals are validated by judgment before they size a position.
Value-at-Risk discipline
Exposure is monitored through daily 95% Value-at-Risk, with limits set in advance and enforced independently of the desk.
Gross exposure ceiling
Gross exposure is held to a maximum of 300%, a hard limit that governs how conviction translates into position size.
Liquidity discipline
Exposures are sized so positions can be unwound in an orderly manner, preserving optionality through changing conditions.
By the numbers
Defining characteristics of the Hedge Fund LP platform.
Daily 95%
Value-at-Risk
300%
Max gross exposure
$1M
Minimum investment
Understanding the platform.
How does the strategy manage risk?
Through daily 95% Value-at-Risk monitoring and a maximum of 300% gross exposure, with pre-committed limits enforced independently of the investing team.
How are quantitative and fundamental methods combined?
Quantitative modelling generates and validates cross-asset relative-value signals, while fundamental analysis provides judgment and oversight on every allocation.
What are the fee terms and minimum?
The Hedge Fund LP carries a 2.0% management fee and a 20% performance fee, with a $1M minimum investment.
How is independence maintained?
The strategy is a separate Delaware Limited Partnership with its own investment committee, and an oversight function separate from the desk enforces limits and reports to governance.
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Explore platform→Explore the Hedge Fund LP platform with our team.
Connect with investor relations to discuss mandate fit, terms and the opportunity ahead.