With already his
grand-mother having a Ph.D. in mathematics, maybe Arnaud Chretien has numbers and algorithms running in his genes. He started his professional career in 1987 at Saintoin & Roulet SA as an Option Market Maker and Stock Trader. In 1989 he began to trade interest rate futures with Banque Internationale de Placement / Dresdner Bank Group. In 1992 he became a Broker in 1992 and Manager of the Option Desk at Fimat and then moved to Switzerland in 1998 to launch a CTA fund with CFM SA in Switzerland.
In 2001 he became Senior Hedge Fund Manager of the CTA FALCON Futures Fund managed at
Abu Dhabi Investment Authority (ADIA) before joining Société Générale Asset Management Alternative Investments to be
Head of the Global CTA desk in 2004.
In 2010 Arnaud set up Aequam Capital with his partners in Paris. AEQUAM develops quantitative and systematic trading strategies focusing on capturing alpha in multi asset classes: commodities, currencies, stock indices and fixed income, through its proprietary quantitative investment process (“DyNA”) targeting optimal risk allocation.
Aequam Capital believes that the main contributor to performance is often rooted in risk allocation systems. Unlike most other asset managers, which try to make fundamental economic predictions, AEQUAM’s focus is on capturing alpha through its proprietary quantitative investment process (“DyNA”) targeting optimal risk allocation.
AEQUAM offers managed accounts, customised mandates and UCITS funds. Investing only in liquid futures markets with full transparency and weekly liquidity, AEQUAM’s programs are set up to avoid risk concentration and market correlation.
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With already his
grand-mother having a Ph.D. in mathematics, maybe Arnaud Chretien has numbers and algorithms running in his genes. He started his professional career in 1987 at Saintoin & Roulet SA as an Option Market Maker and Stock Trader. In 1989 he began to trade interest rate futures with Banque Internationale de Placement / Dresdner Bank Group. In 1992 he became a Broker in 1992 and Manager of the Option Desk at Fimat and then moved to Switzerland in 1998 to launch a CTA fund with CFM SA in Switzerland.
In 2001 he bec
...more