Mix & Match Model

Zindel Capital's primary strategy - The Zindel Diversified Global Macro Strategy - operates in all 5 asset classes, utilizing all 5 proprietary features and all 5 proprietary sub-strategies. It is our primary strategy designed to provide high-quality, risk-adjusted returns through diversification and a low correlation to traditional portfolios.

We understand that some clients may be interested in only certain parts of the main strategy or a more personalized solution; reason why we offer the "mix & match" model. Through this model, we allow our clients to select from the list of asset classes, features and sub-strategies only those that they like.

Asset Classes: Commodities, Currencies, Equities, Volatility, Fixed Income.

Features: Target Volatility, Position Sizing, Turnover Reduction, Intermarket Correlations, Optimal Allocation in the Futures Term.

Sub-Strategies: Carry, Premium & Parity, Relative Value, Smart Trend Following, Multi-Asset Skewness.
 

For example, a client who already has an existing portfolio consisting of equities and fixed income may request Zindel Capital to develop a strategy that only invests in commodities and FX. 

 

Another example would be, if a client is looking for higher returns and higher risk (resp. lower return and lower risk), Zindel Capital could develop a strategy that targets a higher (resp. lower) portfolio volatility.

 

A further common choice might be that the client wishes to have exposure only to a specific sub-strategy because he already has exposure to the other sub strategies in other investments. For example, if he already has trend following, he might choose to get a mean-reversion strategy like multi-asset skewness to complement his portfolio.

 

It is also possible for us to only manage the portion of a portfolio’s capital that is required to maintain the collateral of the derivatives positions, leaving the rest of the capital for the client to manage as cash or to implement other strategies.

In this next section, we want to present a real life example of a strategy that we developed for one of our clients. The purpose of this is to better portray the types of quant strategies that we have the capacity of developing: