Mastering the Yin-Yang of Risk | Alpha Uncovered X Kaiyuan Macro (Part 3 of 3)

Recorded on 7 June 2024 (Part 3 of 3)🎙Convo with Zan Huang, Founder, Kaiyuan Macro hosted by Alvin Fan, CEO, OP Investment Management (OPIM) (00:00) - Opener (00:06) - Signal Aggregation & Macro Risk Management (4:42) - Signal Latency & Alpha Identification (6:51) - Unveiling Alpha Through Independent Investment Ideas of Clear Rationale (11:53) - Risk Management Discipline (18:20) - The Reason for Keeping It at High Vol (22:57) - USD 5% Interest Rate Return and Hurdle Rate (25:24) - Strategy in a Dedollarization Context (30:41) - Global Macro Narratives Zan Huang shares how Kaiyuan Macro approaches risk through diversification across multiple signals and statistical drawdown controls. He discusses the importance of constantly monitoring historically profitable strategies for deviations using daily hypothesis testing. For allocators, this section provides valuable insights into the risk framework behind a quantitative macro fund, and how they source emerging opportunities arising from global macro narratives and geopolitical developments. OPIM - ⁠⁠⁠⁠⁠⁠⁠⁠LinkedIn (OP Investment Management)⁠⁠⁠⁠⁠⁠⁠⁠ // ⁠⁠⁠⁠⁠⁠⁠⁠X (@opim_hk)⁠⁠⁠⁠⁠⁠⁠⁠ // WeChat (hedgefund_club) // ⁠⁠⁠⁠⁠⁠⁠⁠Website (www.opim.com.hk)⁠⁠⁠⁠⁠⁠⁠⁠ FOR INFORMATIONAL PURPOSES ONLY This video shall not be published, circulated, reproduced or distributed or commercially exploited in any manner otherwise, in whole or in part, without the prior written consent of OPIM. Any trademarks, logos and related intellectual property rights in this video are either owned by OPIM or other third parties. This video or any of its contents have not been reviewed by the SFC or any other regulatory body. All information is provided solely for informational purposes only and is neither to be taken as advice or recommendation for any specific investment product, strategy, plan, feature or other purpose in any jurisdiction, nor intended as an offer or solicitation of offer for purchase or sale of units of any funds, shares of securities or any financial instruments. This video or any of its contents do not constitute an endorsement, offer or solicitation of offer for purchase or sale of any financial instruments or services by OPIM. All information including facts, opinions, projections and estimates based on the judgement of the author is provided “as is” and may be subject to change without notice. OPIM has no obligation to ensure such updates are brought to your attention. The information in this video has been prepared from sources OPIM believes to be reliable and without consideration of the objectives, financial situations or needs of any particular viewer. OPIM does not warrant the completeness, accuracy or reliability of any material or information and does not assume responsibility for any error of facts or opinions or for damages arising out of any person’s reliance upon such material or information. You should make independent assessment of any legal, regulatory, tax, credit and accounting implications and consult with professional advisor(s) as you consider necessary regarding any information provided in this video.

There are no comments yet.

Please log in to write the first comment.