- Advertisement -

Related

Big Step for Antiloop Hedge

- Advertisement -

Stockholm (HedgeNordic) – Anna Svahn joined forces with Martin Sandquist and Karl-Mikael Syding to launch multi-strategy hedge fund Antiloop Hedge in late 2020. So far run in “test-mode” with only internal sources of capital under the umbrella of Rookie AB, Antiloop Hedge is opening up for external investors and officially launching as a Finansinspektionen-approved hedge fund under the umbrella of authorized AIF manager Antiloop AB.

“On Friday, we finally received permission from the Swedish Financial Supervisory Authority to run a fund company and approved the fund regulations for our first special fund that will be launched in the near future.”

“Big step for Antiloop Hedge,” writes Anna Svahn (pictured left) on LinkedIn. “On Friday, we finally received permission from the Swedish Financial Supervisory Authority to run a fund company and approved the fund regulations for our first special fund that will be launched in the near future,” she continues. “It has been an incredibly instructive (and long) process and the whole team is very excited about the future. It’s starting!”

“It has been an incredibly instructive (and long) process and the whole team is very excited about the future. It’s starting!”

Antiloop Hedge is designed to run eight strategies that exhibit low correlation between each other and the broader traditional asset classes. The multi-strategy vehicle had a soft launch at the beginning of November of last year under the umbrella of Rookie AB and has mainly been running two strategies before the fund’s re-launch and full roll-out of the entire range of strategies.

“Rookie, the entity that we have been managing while waiting for approval from the Swedish Financial Supervisory Authority for Antiloop AB, is only a temporary setup without any external capital.”

“Rookie, the entity that we have been managing while waiting for approval from the Swedish Financial Supervisory Authority for Antiloop AB, is only a temporary setup without any external capital,” Svahn tells HedgeNordic. “Since we have mainly used this setup to test our systems and connections, we have not been able to trade with more than two out of 8 strategies, meaning the total risk in the portfolio is only 25 percent of what it will be in the actual fund.”

“The real idea behind Antiloop Hedge is to offer different strategies with low correlation to each other by investing in low-correlated assets,” Svahn previously told HedgeNordic. Each of the eight strategies reflects the “bottom-up approach from each portfolio manager who used a similar strategy before,” according to Martin Sandquist (pictured right), one of the co-founders of Lynx Asset Management who is now part of the Antiloop Hedge team.

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

Eugeniu Guzun
Eugeniu Guzun
Eugeniu Guzun serves as a data analyst responsible for maintaining and gatekeeping the Nordic Hedge Index, and as a journalist covering the Nordic hedge fund industry for HedgeNordic. Eugeniu completed his Master’s degree at the Stockholm School of Economics in 2018. Write to Eugeniu Guzun at eugene@hedgenordic.com

Latest Articles

Beyond 60/40: The Case for Liquid, Systematic Diversification

By Bjarne Graven Larsen: For decades during the great moderation, the 60/40 portfolio was the institutional investor's Swiss army knife. Equities grew wealth; bonds...

Aspect Capital’s Evolving Approach to Chinese Futures

Chinese futures in general add substantial diversification benefits to global futures - and the Chinese commodity futures that dominate certain Aspect Capital strategies also...

Systematic Merger Arbitrage in 2026: Why a Rules-based Approach Matters More Than Ever

By Scott Schefrin, Portfolio Manager at AB Hedge Fund Solutions: After a series of slower years for deal activity, merger arbitrage has re-emerged as a compelling strategy...

Not So Lazy Prices

By Liam Hynes, PhD – S&P Global Market Intelligence: Systematic investing has always been a story of expanding information sets. Prices, then fundamentals, then...

The Hidden Beta in LLM Recommendations

By Victor Brassart and Dan Edelstein at Hafnium: As LLMs become useful in coding, copywriting, and even mathematics, it is natural to ask whether...

Edge Hunting Across Eras

“I have always looked for an advantage or an edge in markets, and I still do,” says Peter Warren. Over more than four decades...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -