Amplitude Capital Launching New Equity-Based Hedge Fund

Oct 23 2015 | 5:31pm ET

Swiss futures specialist Amplitude Capital is preparing to launch a hedge fund that will invest in stocks. 

The new vehicle, named Amplitude Vivace, will be the first equity-centric one for the firm, which manages $1.7 billion in assets deployed in mostly quantitative strategies. The company plans to launch the new fund at the end of this year.

The cash equity strategy, which has been trading using internal capital since April, invests in highly liquid global equities, including 100 in the United States, 20 in Europe and ten in Asia, according to a Bloomberg citing Amplitude’s head of investor relations Heiko Zuehkle.

Befitting Amplitude’s quantitative roots, the cash equity fund will utilize Amplitude’s mathematical models to determine risk, pricing, and optimal entry and exit points. Trading horizon is relatively short, with the fund expecting to hold investments for an average of only 2.5 days. 

In August, when global market volatility was surging and the S&P 500 dropped by 6.3%, the cash equity strategy gained 5.8%, according to marketing documents cited by Bloomberg. Amplitude will open the new fund on December 1 and hopes to raise $100 million by the end of January 2016. 

Founded in 2004 and based in Zug, Switzerland, Amplitude Capital is a regulated CTA with operations in Switzerland, UK and the Cayman Islands. It manages approximately $1.7 billion in three global, diversified and systematic short-term CTA programs for institutional investors, including pensions, insurance companies, endowments and sovereign wealth funds.

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