ISIN: ES0131462097

Esfera Seasonal Quant Multistrategy

Investment Philosophy and Strategy

Esfera Seasonal Quant Multistrategy IF invests principally in the commodities markets via a trading strategy based on the seasonalities thereof. We apply a rigorous quantitative and statistical analysis and a profound fundamental analysis of the underlying commodities in which we operate. The seasonalities in the markets of derivatives of commodities are operated through spreads (differentials) with futures. The management simultaneously invests in the same asset or assets that are highly correlated, but with different maturity in order to operate the difference – spread – between those. Since they are non-directional, one aims to achieve positive results this way at an optimal risk level – profitability in every market environment.

The objective is to obtain yields adjusted to risk with a low or zero correlation with the traditional financial markets like for example S&P500, Eurostoxx50 or Ibex35 and other indices of both equity and fixed income. Therefore, the fund contributes to the diversification of traditional investment portfolios in which equity, fixed income and property investments usually have great weight. The management team invest a great portion of their own assets in the fund, thus guaranteeing a proper alignment of interests, and sharing the risks and profits of their investment decisions with their co-investors.

Fund Management Team

The management team of Esfera Seasonal Quant Multistrategy IF has extensive experience of more than 15 years in the financial markets managing capital via different investment vehicles (SICAVs, CTAs, investment companies etc.). The foundations of the strategy implemented were developed in the past 10 years in the USA via a regulated CTA.

In 2017 it was decided to launch the investment fund Esfera Seasonal Quant Multistrategy in Spain in order to offer a so far unique operation in Europe which is based on the seasonalities of commodities. It is totally decorrelated from traditional investments (equity, fixed income, property etc.), and one that contributes to an effective, low volatility diversification of any investment portfolio.

Víctor Hernández Gimeno

 Fund Manager – Esfera Seasonal Quant Multistrategy, FI

MBA degree at ICADE and Master in Fiscal Consultancy at the Postgraduate Institute of Comillas. Specialization in the quantitative and statistical analysis of financial assets.

Gregory Placsintar

 Fund Advisor – Esfera Seasonal Quant Multistrategy, FI

CEO of GP Asset Management LLC in Chicago, USA, a company that boasts various CTA programs. BBA degree, has the FINRA Series 3 license. Specialist in operating futures spreads in the commodities markets.

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