AllMountain Capital: Managed Futures now a small, but growing industry in Switzerland

AllMountain Capital was founded in 2010, as a spin-off of Horizon21's former systematic trading team. AllMountain Capital is located in Pfaeffikon SZ, Switzerland and, backed by a leading Swiss family office, currently manages US$ 105 million. Managed Futures have become a small, but growing industry in Switzerland.

AllMountain Capital's systematic long-term trend-following strategy has been traded for proprietary and institutional funds since July 2007. The track record is reviewed by PWC, yielding 11.9 % annualized return with 14.5% volatility and a low correlation (0.5) to the Newedge CTA index.  From a universe of 100 highly liquid markets, the program trades in 10-30 top markets across major asset classes at a time. The program focuses on the strongest trends and enables a high level of diversification, while at the same time avoiding the frequent pitfall of CTAs to be overly diversified.

Hear in this Opalesque BACKSTAGE video with Allmountain's founders Dr. Tilman Keese and Dr. Mathias Bucher:

* Why understanding "what happened in 2009" is crucial for Trend Followers
* What are investors in Managed Futures looking for?
* Why over-diversification should be avoided
* How is life as a CTA in Pfäffikon, the "Finance Valley" in the Greater Zurich region?

Dr. Tilman Keese is a partner of AllMountain Capital He has developed, jointly with Dr. Mathias Bucher, the strategy, algorithms, models and execution infrastructure at the base of AllMountain Capital. Before founding AllMountain Capital , Dr. Keese was head of the systematic trading with Horizon21, a specialist for alternative investments.

Prior to working for Horizon21, Tilman Keese founded Silkroad Capital and ran this proprietary managed futures fund.

From 2001 to 2004 he was a senior risk manager for Man Group Ltd., where he gained extensive experience in the area of hedge fund strategies with the primary responsibility to develop the risk management framework for managed accounts.
Tilman Keese holds a PhD in Economics from the University of St. Gallen Switzerland.


Dr. Mathias Bucher is a partner of AllMountain Capital. He has developed, jointly with Dr. Tilman Keese, the strategy, algorithms, models and execution infrastructure at the base of AllMountain Capital.

Prior to founding AllMountain Capital , Dr. Bucher was a portfolio manager with Horizon21, a specialist for alternative investments.

Mathias Bucher started his career in 1999 as a Strategy Consultant for McKinsey & Co., Switzerland, where he focused on business technology and the financial industry. During his doctoral studies, he worked as a Quantitative Researcher for Zürcher Kantonalbank, Switzerland.

Mathias Bucher holds a PhD in Finance from the University of Zurich, Switzerland, and a Master degree in Economics from the HEC Lausanne, Switzerland.
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AllMountain Capital was founded in 2010, as a spin-off of Horizon21's former systematic trading team. AllMountain Capital is located in Pfaeffikon SZ, Switzerland and, backed by a leading Swiss family office, currently manages US$ 105 million. Managed Futures have become a small, but growing industry in Switzerland.

AllMountain Capital's systematic long-term trend-following strategy has been traded for proprietary and institutional funds since July 2007. The track record is reviewed by PWC, yielding 11.9 % annualized return with 14.5 ...more