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Asian hedge funds: Comfortable with quant

Hedge funds choose their spot

Playing long/short in China

Credit? A niche strategy?

Good times for distressed debt

Riding volatility in Asia

Quantitative strategies have not traditionally been popular among Asian hedge funds. High execution costs have discouraged some managers, and investors in Asia have preferred plain vanilla funds. “Investing in Asia full stop has been exotic enough for them,” says Jay Moghe, CEO of Opes Prime Asset Management in Singapore.

Over the past 12 months, however, a growing number of quantitative strategies have been set up. SHK Fund Management seeded a $10 million quant market neutral Asia fund in June 2005 partnering with portfolio managers Tan Lien Seng, a former trader and an executive director for UBS Securities Asia, and Willy Ballmann, former senior portfolio manager at GIC’s Quantitative Investment Unit. The deployed models are built in house by both managers.

SHKFM’s CEO, Christophe Lee, says that quant strategies can work well in Asia despite former market opinion. “Execution costs have fallen significantly thanks to technology advancements,” he says. “DMA allows direct access to the exchange, and costs are now under five basis points.”

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