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Friday, August 3, 2007

Winner of Best Local Hedge Fund (Singapore)- BEST??

Octagon Capital is the largest boutique quantitative investment company in Singapore. It is founded and majority owned by the partners of the firm – Nelson Chia and Lam Poh Min, both of whom worked previously for the Government of Singapore Investment Corporation (GIC).

Octagon currently manages two Cayman domiciled funds namely the Octagon Pan Asia Fund and the Octagon Tactical Short Fund. The Octagon Pan Asia Fund is awarded the "Best Local Hedge Fund (Singapore)" at Asian Masters of Hedge Fund Awards 2007.

Octagon’s global clientele comprises largely institutions such as government agencies, endowment, family offices, fund of funds and financial institutions. The company adopts a quantitative and systematic approach to investing, believing that investment discipline is the key to consistently superior risk-adjusted returns. Its investment philosophy centers on the following 4 principles:

1. Breadth - exploit breadth of opportunity set to improve risk-adjusted returns
2. Expectations - focus on identifying market expectations and capitalising on them
3. Asymmetry - rely on return asymmetry to generate superior performance
4. Defence - employ strict defence mechanisms so as 'to win by not losing'

OCTAGON PAN ASIA FUND Octagon Pan Asia Fund is awarded the "Best Local Hedge Fund (Singapore)" at Asian Masters of Hedge Fund Awards 2007. It is a Cayman-domiciled long/short equity fund that invests across Asia. The current investment universe consists of 14 markets, namely Australia, China/Hong Kong, India, Indonesia, Japan, Korea, Malaysia, Philippines, Pakistan, Singapore, Taiwan, Thailand and Vietnam, covering 2,000+ stocks across all market capitalisations. The strategy aims to generate attractive absolute returns, while preserving capital and controlling downside volatility. Investment decisions are made via a technically-based systematic process. The key driver is a trend following model which is premised on the assumption that profitable trends will exists in a large and heterogeneous universe. Accordingly, the model seeks to identify the best trending stocks to be bought and sold based on a proprietary momentum measure. This is complemented by qualitative judgment, particularly used in portfolio construction and execution, in view of the implementation constraints in Asia. The strategy is likely to have a slight net long bias over time. Gross exposure is not expected to exceed 140%. Net exposure will range from -40% to +100%.

Note: Eurekahedge Asian HF index is not adjusted for survivorship bias and is provided for information only

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