SICAV/RAIF FUND
Investment opportunities in government debt securities with fixed or variable rates.
BANOR ALTERNATIVE ASSETS E.C.H.O.
FUND FEATURES
Banor Alternative Assets Enhanced Carry Hedged Opportunity (E.C.H.O) is a closed-end fund for professional investors.
The objective of the fund is to achieve, over the medium term, a positive capital growth and absolute returns in all market conditions. The fund invests in fixed or variable rate government debt securities.
STRATEGY
The fund is managed according to 3 strategies.
- Carry trading: it is based on the ability to monetize the spread between short-term returns and equivalent financing rates. The use of repo market financing instruments allows us to obtain leverage while maintaining low risk parameters.
- Relative value: through macroeconomic and quantitative strategies, we build long-short positions with the aim of capturing the expected changes in the yield curve. These are used to eliminate idiosyncratic risks and/or generate Alpha.
- Auctions/Syndications: a strategy that aims to profit from the issue premium of sovereign debt refinancing or to take advantage of market movements associated with this event.
OUR TEAM
Alvise Saccomani
HEAD OF TRADING
Giulio Bertoli
HEAD OF RESEARCH (IBAC)
Mirko Prazzoli
IBAC - INNOVATION, BUSINESS ANALYSIS & CONTROL
Fabrizio Arena
BOND TRADER
Federico Rossi
BOND TRADER