TFVPM Multi-Strategy Team: Building an all-round, multi-strategy team across assets
Recently, with the launch of TFVPM’s new “digital asset” product – [Global digital assetgrowth fund], the multi-strategy solution team behind it has also gradually entered the public eye. The team is not only an important branch of TFVPM’s diversified “digital asset” business, but also takes advantage of the team’s diversified capabilities to create a series of products that match the needs of different risk preferences and meet investors’ needs for stable allocation and cross-border asset investment.
Finding a stable and profitable system
The TFVPM Multi-Strategy Solutions team is led by Kevin, who has over 20 years of investment experience in global markets, including 8 years in Canada, 7 years in the US and 7 years in Germany, covering both domestic markets and global cross-border investments, covering funds, foreign exchange, commodities and cryptocurrencies. He has worked for commercial banks, hedge funds, national sovereign wealth funds and insurance companies in global investment and portfolio management.
Kevin is an all-round investment cog with a global perspective and expertise in global multi-currency asset allocation, with extensive experience in both developed and emerging market investments, equity and bond assets, primary and secondary markets.
“Regardless of the investment areas or the clients I serve, my experience is relatively three-dimensional and comprehensive, enabling me to think about the market from different perspectives and by looking at the more essential things behind different asset classes.” Kevin says that choosing to join a capital management institution with an international reach like TFVPM Funds coincides with his own global perspective.
In terms of investment philosophy, the TFVPM Multi-Strategy Solutions team focuses on broad asset class allocation capabilities and platform advantages, pursuing absolute returns and reducing intra-asset correlations. Multi-strategy is the pursuit of high Sharpe ratios based on stable returns, with excess returns derived from timing + currency selection, but also from cyclical + value returns, as well as from the Alpha excess returns obtained from active mining overlaid with Bata passive excess The combined return of Alpha excess returns from active mining plus Bata passive excess returns.
Kevin has developed his own “exclusive” theory on investment logic: markets are a highly volatile secondary “chaos” and the key to profitability is to find a relatively stable system. Strong mean reversion, strong centripetal forces and strong cycles can provide a relatively stable and profitable system.
Take the TFVPM [Synergy Special Strategies Fund] fund, for example, which follows a top-down asset allocation approach that seeks a balance between defensiveness and aggressiveness, using a foreign exchange bond cryptocurrency balance at the portfolio level, a sector-to-sector balance, a growth and value balance, a contrarian investment and a high boom underlying balance at the risk asset level. Building an enhanced strategy based on the pursuit of principal safety.
Kevin believes in the ‘first nature’ of investing, where the nature of asset prices is the growth rate and discount rate of cash flows and the market’s ‘perception’ of risk. The essence of fixed income is to provide a relatively stable cash flow. Fixed income risk factors are relatively homogenous and are mainly influenced by the macro environment, while fixed income asset cash flows are relatively stable.
Kevin says that the price cycle of the market is the effect of an overlay of fundamental, technical and sentiment factors: fundamentals determine long-term prices; technicals determine medium-term prices; and sentiment determines short-term prices. The shorter the time to mean reversion, the stronger the centripetal force and the more stable the profit model.
Multi-asset mining for excess returns, AI quantitative models to assist investment decisions
In terms of quantitative models, the TFVPM multi-strategy team has also developed a number of “unique weapons”, making full use of the strengths of the team members’ quantitative and AI backgrounds to develop a variety of quantitative models to assist in investment, helping to identify risks and find undervalued assets. For example, we use models to downscale and summarise large volumes of high frequency macro data, while using multi-factor regression models to monitor and position market positions.
Looking at the products managed by Harvest Multi-Strategy Team, as at 30 May 2023, Encrypted volatility strategy fund fund returned 35.4%, with a comparative performance benchmark of +1.9% over the same period; Synergy special strategy fund fund returned 10.22%, ranking as the open-ended fund The Synergy special strategy fund returned 10.22%, ranking No.1 in the open-ended fund category, achieving solid and substantial returns in a complex market environment.
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