alternative risk premia
Non-directional factor investing with simplicity at its core
The highly experienced team aim to deliver the purest form of risk premia, with simplicity at its core. Our strategies can be accessed via dynamic and forward-thinking platforms that allow investors to choose the best solution to meet their needs.
Specialists in factor creation and quantitative investment analysis
The Risk Premia Investment team comprises two highly experienced managers: Louis Cucciniello and Vladimir Kobelev. Both specialists in factor creation and quantitative investment analysis. The team worked together at Deutsche Bank where they developed and managed quantitative alternative investments.
Before this, Louis served as Managing Director and Global Head of Multi-Asset Trading at Deutsche Bank’s investment bank where he created, traded and managed over $5bn of risk premia strategies.
The team together have over 30 years’ combined investment experience managing alternative risk premia strategies.
Allowing investors to choose the best
solutions to meet their individual needs
Louis Cucciniello was Global Head of Risk Factors and Lead Portfolio Manager of a range of Deutsche Bank (DWS) ARP Strategiesfrom 1 Jan 2013 to 1 April 2016 where he managed 14 risk premia strategies which are unchanged and still live today.
The chart shows an equally weighted combined track record of those 14 live strategies.
Louis Cucciniello was Global
Head of Risk Factors & Lead
portfolio Manager of a range
of 16 Deutsche Bank (DWS)
From 1 Jan 2013 to 1 Apr 2016
Track record of live PAM’s risk premia.
These risk premia represent the newest
version of the risk premia Louis Cucciniello
ran at DWS.
Model from 2 April 2018 to 28 Sept 2018.
Live money form 1 October 2018 to present
Risk Premia’s three major investment principles:
Providing systematic exposure to well-known sources of excess return
We believe that a large portion of absolute fund returns can be explained by a range of traditional market factors and alternative risk premia.
premium for complexity
We believe simpler strategies perform just as well and sometimes better than their complex counterparts. Simpler strategies have also shown to have more stable risk/return characteristics.
Liquid, Cost Efficient Implementation
We focus on delivering the risk and return patterns of absolute returns funds to investors in a manner that is more transparent, cost efficient and highly liquid.
Speak to a member of the client team to find out more:
Head of UK Wholesale