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00:49
From Engineering (BS with Distinction in Operations Research & Industrial Engineering from Cornell, MS in Engineering from Stanford) straight to Wall Street Interest Derivatives Trading Desk. Build up Lehman’s Yen Derivatives Business from 1994 in Tokyo, expanding eventually to 12 currencies. Robert traded 5 years in Japan, learning to deal with panics and unforeseen events and becoming Lehman Brother’s most profitable trader worldwide.
03:17
The world of arbitrage trading before LTCM (1998). Lesson learned: In trading, less can be more - “don’t overtrade a good trade”. With extensive research you can: - be the first in a trade. - have confidence to run very large positions. When models go wrong…: Spotting opportunities through tremendous homework.
06:11
SA2 Advisers: Fundamental Quantitative Macro. Using quantitative models driven by fundamental and macro-economic data to manage investments globally. SA2 benefits from founders’ Japan experience: “Poster child why traditional models don’t work”. Traditional models mostly “unresponsive” to recent changes in the markets.
10:14
Selecting the right asset class, country and instrument/strategy. SA2 Bellwether Fund is one of the best performing global macro funds in 2013.
11:51
The art of getting in early (Italy and Spain): “By being early in a small size, you do not need to have large positions to produce good returns”. Fundamental Quantitative Macro: Combination “is its own style”.
15:38
SA2 Advisors offer a differentiated return stream based on their unique style that applies: - Value models for equities, fixed income, currencies and cross-asset relationships. … and avoids: - High frequency trading. - Risk premia reversion type trades or risk parity. - Securities that don’t fit into value based models (like commodities).. - Technical analysis.
18:31
Many Large Risk Parity funds (other fundamental quantitative funds) are down in 2013: Why SA2 stayed away from the risk parity trade. SA2’s contrarian, counter-cyclical model for risk.

Ex-Lehman star trader returns to Global Macro with strong performance

Nov 20 2013 1 Comment
This new Opalesque.TV BACKSTAGE video is a fascinating portrait of Robert Page who built up Lehman Brother’s Yen derivatives business from 1994 in Tokyo. He was for multiple years the most profitable or the #2 trader at Lehman and Credit Suisse. Today he co-manages the SA2 BELLWETHER Fund, a global fundamental quantitative macro fund which currently is ranked as one of the top performing global macro hedge funds.

Built on the founders' many years of trading Japan, “the ultimate out of sample experience”, SA2’s models now cover ...more

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