Our approach is to avoid these crowded trades and instead focus on delivering sustainable alpha from areas in the market that are overlooked.” Warner adds: “Recent market events have shown that many funds claiming to be market-neutral are actually taking on large risks because they rely on certain correlation assumptions which may not necessarily hold up in stress scenarios. Stable returns with capital preservation are of the utmost importance, whilst aiming for low correlation with both the market and other hedge funds.” The Fund, a Cayman-domiciled corporate vehicle, is open to US investors.
Warner comments: “Our Fund focuses on market neutral, high Sharpe Ratio arbitrage strategies globally and we intend to source risk premia in non-crowded trades. He holds a BSc in Engineering from Cornell and is a CFA charterholder. Leow joined Gordian Capital Singapore in 2021. Prior to Coins.ph, Leow was a high frequency trader in Chicago, notably spending four years at IMC Financial Markets developing ultra-low latency market making and arbitrage strategies for the US equity derivatives markets. He built the company’s crypto exchange including its automated crypto trading and risk management infrastructure.Ĭoins.ph grew to over 10 million customers, becoming one of the largest mobile wallets and cryptocurrency exchanges in the Philippines and was acquired in 2019, by Gojek, a major regional financial technology company valued at over USD10 billion. Justin Leow, the Fund’s co-founder and Chief Risk Officer was most recently the Head of Business Operations as part of the founding team at Coins.ph, a mobile wallet fintech startup and crypto exchange in the Philippines. He holds a BSc in Engineering from Cornell. Prior to joining Millennium, Warner worked as a Portfolio Manager managing a global portfolio at LMR Partners in Hong Kong from 2016 to 2019. Warner then moved to Credit Suisse as a proprietary trader in 2012 where he expanded his strategies globally. It was also during this time where he met and worked for Peter Lindsey, a market veteran, who recently joined R Squared Global as a Portfolio Manager. He began his career as an equity derivatives trader at JP Morgan in Tokyo (2008 to 2012) where his team became one of the largest revenue generators for the company in the region. Warner, the Fund’s founder and Chief Investment Officer was most recently a Managing Director and Portfolio Manager with Millennium Management in Tokyo before joining Gordian Capital Japan in 2021. With its unique strategies, the Fund is expected to target a high Sharpe ratio, low volatility and low correlation to the broader equity markets and other funds, based on Warner’s prior trading experience.
The offering is scalable to USD1 billion given the highly liquid nature of the underlying portfolio. The Fund invests in liquid derivative instruments, using quantitative models to arbitrage systematic and structural inefficiencies in the market with strategies not commonly implemented by hedge funds.
Gordian Capital has launched the R Squared Global fund, managed by William Warner and Justin Leow. Gordian Capital has launched the R Squared Global Fund, managed by William Warner and Justin Leow.
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