INVESTABLE ASSET CLASSES

In pursuing the investment objective, the portfolio manager, under the supervision of the AIFM, structures a portfolio composed of:

vCurrency market instruments

vFixed income: supranational, sovereign, corporate (investment grade, sub-investment grade, unrated)

vEquities: USA, eurozone, Switzerland, UK, China, Japan and Emerging

vCommodities: metals & energy

The investable instruments (in regulated markets/ OTC) are the following: equities, bonds, currencies, OICR and derivatives.
FUGEN SICAV. RAIF manages two lines available in EUR in the “accumulation” category.

The team defines a set of financial instruments whose direction (long/short) is very likely to materialize in the near future combining a quantitative approach and fundamental top-down analysis.

FUGEN works whit daily series which feed robust statistical/mathematical models. The latter spot entry/exit points which can be applied to the whole investible universe.

Artificial Intelligence modelling:

vAnalyse micro-correlations

vAre used to reduce false-signals in trading models when markets do move sideways with higher volatility

vAnalyse big data to learn, produce and revise the model own thinking

We use multiple time frames with a preference for mid-to-long investment horizons.

QUANT ML invests predominantly in liquid and easily tradable instruments covering all asset class to reduce the combined portfolio volatility.

Line

Quant - Machine Learning

Underlying assets
(listed only)
Equities, Bonds, Derivatives, Forex, and UCITS
Strategies
Employed
5
Lever 1
Description The Quant line is based on long/short strategies that permit the implementation of a tactical portfolio and a strategic portfolio while maintaining controlled volatility.

Our proprietary analysis techniques based on fundamental macro and micro analysis identify market anomalies which do represent "investment opportunities". They may show up either as excessive volatility swings or from idiosyncratic liquidity problems.

Our discretionary approach is nevertheless supported be IA modelling which validate the "human" analysis of the macroeconomic environment and its likely evolution path. They help thus defining the most appropriate asset allocation.

The investment horizon is variable, as it applies to both short-term and long-term opportunities.

In any case the investible universe is composed of liquid and easily marketable securities to match daily NAV features of the fund.

Line

Opportunistic

Underlying assets
(listed only)
Equities, Bonds, Derivatives, Forex, and UCITS
Strategies
Employed
4
Lever 1
Description The Opportunistic line is based on four proprietary long/short strategies that permit the implementation of a tactical portfolio and a daily trading portfolio designed to capture short-term price movements.