About
WHO WE ARE
Navesink International is the premier expert witness firm for financial…
Articles by Gontran
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The many unsolved issues of the Christmas Brexit deal
The many unsolved issues of the Christmas Brexit deal
By Gontran de Quillacq
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What just happened? Some volatilities were squeezed last week.
What just happened? Some volatilities were squeezed last week.
By Gontran de Quillacq
Activity
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While the Democrats held to their pledge of not raising taxes on anyone earning less than $400,000. THE FOLLOWING IS A RESULT OF THE DONALD TRUMP…
While the Democrats held to their pledge of not raising taxes on anyone earning less than $400,000. THE FOLLOWING IS A RESULT OF THE DONALD TRUMP…
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🚀 Meet "Palyanytsia" - a new jet-powered #drone from #Ukraine Today, a completely new weapon was used for the first time - the Ukrainian drone…
🚀 Meet "Palyanytsia" - a new jet-powered #drone from #Ukraine Today, a completely new weapon was used for the first time - the Ukrainian drone…
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Kamala Harris has revealed some of her tax proposals with changes to capital gains taxation, among others. I will leave the details to news stories…
Kamala Harris has revealed some of her tax proposals with changes to capital gains taxation, among others. I will leave the details to news stories…
Liked by Gontran de Quillacq
Experience
Education
Publications
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Navesink International - Blog
Navesink International is at the interface of two worlds - the financial markets and the legal space. It is a scarcely-populated niche, and we are confident that the content of at least one of these two universes will be of interest to you.
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Allianz Global Investors - Understand
With estimates around 5-7 bn dollars, the losses at the Structured Alpha funds of Allianz Global Investors
during February-March 2020 will count among the largest losses in the history of derivatives trading.
This article recalculates the risk matrix of an Allianz Structured Alpha portfolio before the events, demonstrating that:
• The positions and risks of the fund pre-crash are consistent with the losses met during the crash.
• The positions and risks of the fund pre-crash are…With estimates around 5-7 bn dollars, the losses at the Structured Alpha funds of Allianz Global Investors
during February-March 2020 will count among the largest losses in the history of derivatives trading.
This article recalculates the risk matrix of an Allianz Structured Alpha portfolio before the events, demonstrating that:
• The positions and risks of the fund pre-crash are consistent with the losses met during the crash.
• The positions and risks of the fund pre-crash are inconsistent with the fund’s marketing flyer. -
Can you Arb the StatArbers?
The hush-hush losses among statistical arbitragers can't be explained by the factor exposures. The dispersion of factors should generate of dispersion of performance, which is not the current situation. Most likely, this segment of the investment industry is suffering from the effects of withdrawals and has entered the cycle of underperformance/liquidations.
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Loosing Your Shirt, Institutional Style
Rare events aren't that rare in the financial markets. Betting against their rarity is like picking pennies in front of bulldozers; sometimes, it's the bulldozer who wins. Even institutional investors fall into this trap.
Case in point: Malachite capital, who just lost at least $600m of institutional capital in a matter of days. A quick review of their core strategies shows a common thread - they were all sellers of tail risk. -
Don't Touch the VIX! Oops.
Quantitative investments perform better than discretionary investments and answer a need for new products and diversification. Unfortunately not all products meet the grade. The VIX, aka the 'fear-gauge', can be manipulated like any benchmark. Reverse ETFs on the VIX have lost up to 90% of their value on February 5th, 2018. Was there manipulation?
Projects
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Brought an investment strategy from concept to market in less than a year.
Early in 2017, a portfolio manager approached me with his machine learning approach, infrastructure and risk technology. He wanted to expand research towards universities and a team of PhDs, which his employer would not accept. I saw institutional potential and recommended starting an investment group, for which I became his partner and capital raiser.
Six months later, I had sourced two investors. We had a $120m seeding proposal with $1M of operating capital. We also had an incubation…Early in 2017, a portfolio manager approached me with his machine learning approach, infrastructure and risk technology. He wanted to expand research towards universities and a team of PhDs, which his employer would not accept. I saw institutional potential and recommended starting an investment group, for which I became his partner and capital raiser.
Six months later, I had sourced two investors. We had a $120m seeding proposal with $1M of operating capital. We also had an incubation offer, which included systems, data, trading, salaries, as well as $200m of investments in 2018. We chose this latter approach and joined Clinton Group in July.
Two months later, the strategy was in production. While the track record has been building, I have researched additional sub-strategies and established research cooperation programs with Ivy League universities. -
Brought a second strategy from concept to market
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In early 2019, a friend of mine was starting his hedge fund. His partner got unfortunately blocked by an unexpected non-compete, and he asked me if I could fill into the gap.
Yes, I filled the support role. I also build infrastructure and developed new strategies. Together, we matured his strategies and the book's overall risks. I handled issues one after the other, and became his right-hand man.
We successfully launched and run the operations smoothly (even during crisis times).
The…In early 2019, a friend of mine was starting his hedge fund. His partner got unfortunately blocked by an unexpected non-compete, and he asked me if I could fill into the gap.
Yes, I filled the support role. I also build infrastructure and developed new strategies. Together, we matured his strategies and the book's overall risks. I handled issues one after the other, and became his right-hand man.
We successfully launched and run the operations smoothly (even during crisis times).
The investors increased his allocation less than six months later.
Languages
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English
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French
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German
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Organizations
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CFA Society
Professional member
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FINRA
Non-public arbitrator
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NFA
Arbitrator
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Securities Expert Roundtable
Member
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As one of the most exciting luxury hotel cities, London has a hotel for every type of traveler—from book lovers and Bond nerds to royal obsessives…
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Little did Katten Muchin Rosenman LLP’s Dan Davis and I know until late August 20 that we would be leading a discussion on “Regulation, Market…
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"Disney reverses course on bid to block wrongful death lawsuit by widower who had Disney+." Great example, in determining litigation strategy, that…
"Disney reverses course on bid to block wrongful death lawsuit by widower who had Disney+." Great example, in determining litigation strategy, that…
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Explore Stockholm's unique design scene! Read more about how bold patterns and riotous colors redefine interiors in the Swedish capital.…
Explore Stockholm's unique design scene! Read more about how bold patterns and riotous colors redefine interiors in the Swedish capital.…
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Thrilled to be quoted in Bloomberg article by Liz Capo McCormick regarding benefits of bonds and diversification stratgies in portfolios. After…
Thrilled to be quoted in Bloomberg article by Liz Capo McCormick regarding benefits of bonds and diversification stratgies in portfolios. After…
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Simon Leys a produit ce livre épatant intitulé "Les idées des autres" et qui n'est rien de moins qu'un recueil de citations de tiers. René Girard…
Simon Leys a produit ce livre épatant intitulé "Les idées des autres" et qui n'est rien de moins qu'un recueil de citations de tiers. René Girard…
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