Plensa Pineault Capital Overview
Company Details
The firm aims to capitalize on trends in futures markets globally through the use of a proprietary quantitative model and a systematic approach to investing and risk management.
The fund dynamically invests in a diversified portfolio of longs and shorts across asset classes: Equity Indices, Rates/Bonds, Grains, Softs, Forest, Metals, Energy, Livestock, and Currency. Each market is assigned a particular risk management method out of a menu of proprietary strategies. Average risk per position is 1% of the portfolio, and there are on average 15-25 positions in the portfolio. Portfolio construction ensures correlation, asset class and geographical concentration are in check. Investments selection is 85% quantitatively-driven with 15% discretion to the manager based on qualitative factors Trading decisions and risk management is solely driven by the quantitative model. Volatility-adjusted stops are used. Liquidity in all underlying markets is closely monitored. The fund invests mostly in futures, but can trade futures options as well.
Locations
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