l****o
发帖数: 2909 | 1 Capula Investment Management Adds Senior Investment Talent
Business Wire , March 16, 2009
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Suresh Sundaresan To Enhance Global Research; Firm Expands Japan Trading
Operations
LONDON -- Capula Investment Management |
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C*A
发帖数: 63 | 2 YAN HUO, CAPULA INVESTMENT MANAGEMENT'S founding partner, had a big decision
to make in 1993. He'd just earned a doctorate in electrical engineering
from Princeton University but was considering going in a completely
different direction.
He weighed the possibility of "many years of hardship and uncertainty about
job prospects" as a physicist -- the career his father and grandfather had
followed in China -- or the alternative of working in the securities
industry, in which demand for quantitative |
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b*********3
发帖数: 1709 | 3 那些华人对冲经理们：印钞机江平 状元张磊
http://www.sina.com.cn 2012年06月15日 09:54 融资中国杂志
作者：李盈
他们大多生于六、七十年代，踏着彼时流行的“出国潮”远赴华尔街追寻梦想；他
们大多风度翩翩，沉稳干练，逻辑缜密，反应迅速，往往心里想的是A，说出来的是B，
做起来的却是C;他们异常低调，很少抛头露面，却屡屡登上全球最权威的媒体封面和排
行榜；他们在一个充满军队和战争色彩的行业，与这个时代最顶级的高手过招。
但，无论走得多远，他们身上流淌着中华民族的血液，成为对冲基金后来者膜拜的
信仰。
张磊受人尊敬的低调隐士
在华人对冲基金圈，无人不知张磊。黑石集团对冲基金投资业务负责人汤姆•
;希尔将张磊誉为中国的史蒂夫•曼德尔——曼德尔是孤松资本创始人，对冲基金
领域最受人尊敬和低调的人士之一。
张磊曾是高考状元，中国人民大学国际金融系本科毕业生，耶鲁大学的MBA和国际
关系双硕士。2005年创办高瓴资本，成为中国最大的对冲基金，创办至今年均回报为52
%。张磊通常会组建一个比较集中的投资组合，基于自己的研究团队，对公司执行自... 阅读全帖 |
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Q*Q
发帖数: 869 | 4 霍焱（Yan Huo，上图左）
排名: 21 (tie)
公司: Capula Investment Management
总部: 伦敦
盈利：1亿美元
去年欧债危机并没有阻碍霍焱昂首前行。他旗下的Global Relative Value fund，重点
交易欧元区政府债券，去年升愈6%。他旗下2010年发行的Capula Tail Risk基金净回报
率为11%。霍焱现年43岁，复旦85级物理系毕业。之前是JPMorgan交易员。他和Masao
Asai于2005年共同创立了Capula，当时资产93亿美元。2008年，该公司赢回了高盛的芳
心。高盛买入了该公司20%的股份，同年，Mitsubishi Corp.买入了5%的股份。 |
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C*A
发帖数: 63 | 5 Capula, serene amid the black swans:
Capula Investment Management, a London fixed-income hedge fund manager, has
made a clear statement of intent with two high-profile hires in the last
three months: it wants to compete with the big guns.
http://www.efinancialnews.com/story/2011-07-11/capula-serene |
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m****s
发帖数: 7397 | 6 Fund Regulatory Assets Net Assets
================================================================
Bridgewater Associates $121,007,400,554 $121,000,000,000*
Millennium Mgmt $119,000,070,000 $13,512,188,000
Citadel Advisors $115,208,973,792 $12,610,000,000
AQR Capital Mgmt $75,642,756,187 $43,500,000,000
D.E. Shaw & Co. $49,315,000,000 $16,500,000,000
Renaissance Technologies $48,980,049,045 $20,000,0... 阅读全帖 |
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m****s
发帖数: 18160 | 7 【 以下文字转载自 Quant 讨论区 】
发信人: sera (小狮子||GlobeTrotter), 信区: Quant
标 题: Sera Li
关键字: l
发信站: BBS 未名空间站 (Thu Mar 28 11:09:33 2013, 美东)
Dear quanty heads，
今儿下午收到个邮件说自己是一名PhD，看到我三年前在咱们quant版的的帖子，想咨询
在香港找quant相关工作。太久没来版上有点儿受宠若惊，在这儿给各位新老朋友们拜
个很晚的年＝）
关于quant相关的工作，我最近的工作中心已经转移到亚洲（香港，新加坡，中国大陆
）。最近三年多我和团队也帮不少美国和欧洲的asset mangement，hedge fund及
trading firms组建和扩展了香港的office及亚洲业务（大家比较熟悉的Capula，
2Sigma，Citadel，SAC， MLP，Vanguard，Getco， Jump， Virtu，Athena capital
research等等），同时我们也帮很多中资的券商，银行，基金公司进行香港及海外业务
的扩展工作。
Ok，... 阅读全帖 |
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m****s
发帖数: 7397 | 8 Fund Regulatory Assets Net Assets
================================================================
Bridgewater Associates $121,007,400,554 $121,000,000,000*
Millennium Mgmt $119,000,070,000 $13,512,188,000
Citadel Advisors $115,208,973,792 $12,610,000,000
AQR Capital Mgmt $75,642,756,187 $43,500,000,000
D.E. Shaw & Co. $49,315,000,000 $16,500,000,000
Renaissance Technologies $48,980,049,045 $20,000,0... 阅读全帖 |
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m****s
发帖数: 7397 | 9 Fund Regulatory Assets Net Assets
================================================================
Bridgewater Associates $121,007,400,554 $121,000,000,000*
Millennium Mgmt $119,000,070,000 $13,512,188,000
Citadel Advisors $115,208,973,792 $12,610,000,000
AQR Capital Mgmt $75,642,756,187 $43,500,000,000
D.E. Shaw & Co. $49,315,000,000 $16,500,000,000
Renaissance Technologies $48,980,049,045 $20,000,0... 阅读全帖 |
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A********a
发帖数: 133 | 10 it seems that his fund's AUM had shrunk from more than 4B in 11/2008 to 3.5B
in 03/2009, due to redemption or loss or ....
Since they just started a fund last year, had hoarded a lot of cash in hand
before deciding where to invest, certainly the fund can do much better than
the benchmark.
It would better look for the long term tracking record if u have, otherwise
decide whether to invest based on whether u like what they say about their
strategies. |
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l********l
发帖数: 130 | 11 Finance的Faculty去投行或hedge fund做MD还是挺常见吧。比如：
Dai Qiang, Asst Prof at NYU/UNC=>Chief Risk Officer and Partner, Capula
Investment
Ou-Yang Hui, Asso Prof at Duke=>Senior VP, Lehman =>MD, Nomura => MD, UBS
先做几年faculty再进投行，相比毕业就直接入行一步步从associate做起的， 是不是
能升得快一点儿？ |
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C*A
发帖数: 63 | 12 He is the best Chinese hedge fund manager. The flagship fund he manages is $
6.8b Capula Global Relative Value. Its Sharpe ratio is 2.66 since 2005.
When you manage $10m, it is good to have 2.5+ Sharpe in 6 years. When you
manage $100m, it is very good to have 2.5+ Sharpe in 6 years. When you
manage $6b and have Sharpe ratio 2.5+, you are one of the best hedge fund
manager in the world.
Yan Huo becomes a legendary hedge fund manager. |
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a******c
发帖数: 7 | 13 Capula是我们的COMPETITOR,这么大的SIZE做Fixed income RV能产生如此稳定的回报确
实很不容易 |
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s******r
发帖数: 324 | 14 some stable strategy work well but might not be that scalable for example,
trading on the run versus off the run, curious what's capula's core strategy
. yield curve? |
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c**v
发帖数: 55 | 15 Can I ask what's the Capula's return rate during the same period?
sharpe alone could not tell much about the fund perfromance, especially for
fixed income, which has problems with mark-to-market accounting due to low
liquidity.
absolute return is critical, otherwise I could barely put money in bank
account to get high sharpe and infinite calmar, but that tells nothing but I
am moron.
There is no doubt Huo is a great trader, but I like to see the whole picture
of the "man", not the "inflated" leg... 阅读全帖 |
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m****s
发帖数: 7397 | 16 Fund Regulatory Assets Net Assets
================================================================
Bridgewater Associates $121,007,400,554 $121,000,000,000*
Millennium Mgmt $119,000,070,000 $13,512,188,000
Citadel Advisors $115,208,973,792 $12,610,000,000
AQR Capital Mgmt $75,642,756,187 $43,500,000,000
D.E. Shaw & Co. $49,315,000,000 $16,500,000,000
Renaissance Technologies $48,980,049,045 $20,000,0... 阅读全帖 |
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f******e
发帖数: 2 | 17 我在这个版面搜索了一下没有找到太多信息。
不少华人在里面工作，AUM大约10bn，主要operation在伦敦香港？
预先谢谢各位回复的大佬! |
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