Granite Alternative group is a fund management firm established by Menashe Shemesh and Uri Geller who have over 20 years of experience as derivatives traders. Based on their extensive experience and understanding of financial markets, the fund managers developed a propriety trading model infused with their own expertise and know how. The model sought to systematically take advantage of inefficiencies in global derivatives markets. In 2013 Granite launched Granite Alphen Capital Fund (GACF), its flagship fund, an award-winning systematic hedge fund. Currently Granite manages several systematic hedge funds, all model based, on various derivatives trading strategies and risk/reward profiles.
GRANITE ALPHEN CAPITAL FUND
WE DON’T SPECULATE. WE CALCULATE.
Reaching Stop loss limits
- Set procedures for closing our position upon reaching our Stop Limits
- Delta hedging protocols in place for volatile & illiquid markets
Post Trade Risk Management
- Transmitting Stop Loss orders to the trading platform for the duration
of the positions - Monitoring all positions during market hours and after hours
- Performing daily Stress Tests with our proprietary volatility sensitive
Risk Model - Hedging our portfolio risk according to our exposures and positions
- Tail Hedges
Pre Trade & Built In Risk Management
- Multi-strategy approach reduces risk and broadens diversification
- Certain strategies have negative correlation to equities
- The sub-strategies are options spreads or long/shorts which caps
the exposure and prevents tail risk - Position distance and sizing changes depending on prevailing market
conditions & opportunities - Built-in diversification: caps per strategy, asset and asset class
- Margin requirements are typically between 20-30% of the AUM
- Predetermined Stop Loss limits for specific strategies
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