Access to the best and most difficult to reach hedge funds worldwide

Core Capital is an investment firm providing alternative investment services

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A different approach to active investing: risk defined solutions

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Investment framework based on proprietary scientific research

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Particular expertise in hedge funds, complex strategies and portfolios

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A different approach to active investing: risk defined solutions

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The Hidden Risks of Low Volatility

  Volatility…. a market like no other, with sellers and no buyers. The most interesting market of all. The most educational market of all.     Yes, the realized volatility saw historical lows in July in many asset classes. This […]

Globalization: the Battle of Yesterday

  Despondent or elated – with very little in between, we find ourselves marching together on the same path the Englishmen took five months ago: protect ourselves – defined as nations – from globalization.     It seems that much […]

Portfolio De-Risking: Negative Duration

  We described in “Non Beta Investing: the Ugly Duck. For now.“, how the big hands of central banks, as well as the big but weak hands of mammoth – compared to their target markets – ETFs and mutual funds […]

Non Beta Investing: the Ugly Duckling. For now.

In the past several months the global search for income and carry has reached not only a monumental level but also a dizzying speed. A good example is Switzerland, where in July the government bonds under 48 years maturity had […]

Sorina Zahan to Speak at CFA Society Brazil

CFA Brazil will host Sorina Zahan on July 21st, in São Paulo, Brazil. Sorina will deliver a talk entitled “An Anatomy of Liquidity Risk.” Read more about the event here.

Sophisticated Bad Habits in Portfolio Construction – Rolling Beta

In the first post of the series: “Sophisticated Bad Habits,” in which biases and dogmas in portfolio construction are examined critically, Sorina Zahan tackles rolling beta – a purportedly sophisticated risk metric that, in fact, is deeply flawed. The following […]

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