オフショアセンター(タックスヘイブン)～ジュネーブ(Geneva)～東京(Tokyo) 、そしてヘッジファンドの仲間達：シグマブーメランファンドの期待リターン（20/100）

f:id:sigma_school:20160103210100p:plain

シグマブーメランファンド（SBF）は、「相場上昇時にはそれに連れて、相場下落時では少なくとも損をせず」を目標に、シグマブーメラン投資戦法（SBT）に基づき運用されるヘッジファンドです（下図参照）。

f:id:sigma_school:20160521155410p:plain

従って、その期待リターンは、「ロング・ショートポジションのリターン」に「平均回帰（ブーメラン）のリターン」並びに「レバレッジ（元手の何倍かの運用）のリターン」を加えたものとなります。

SBFの期待リターン＝ロング・ショートのリターン＋ブーメランのリターン＋レバレッジのリターン

The Sigma Boomerang Fund （SBF）will be managed based on The Sigma Boomerang Tactical Trading(SBT). The trading is a kind of Long-Short which is popular among Hedge Funds. But, The Boomerang Tactical Trading is executed by the formulated trading rules and restrictions statistically developed by Sigma Base Capital Corporation (SBCC) in order to enhance returns of Long-Short and to avoid risks.

The Pair Stock Price (＊) has "the Characteristic of the Regression toward the Moving Average" . According to Statistics, "Z -Score" indicates the degree of the divergence between the current Pair Stock Price and its Moving Average. Investment Objective is to earn the divergence as much as possible which is regarded as the Expected Return.

(＊) Stock price of issue X against Stock price of issue Y

f:id:sigma_school:20130730164828j:plain

＜Tokyoでも、便利・安心・信頼のサービス体制（Getting Ready to Open in 2017）＞

シグマヘッジファンド(ネイビス&ジュネーブ) 東京オフイス
Sigma Hedge Funds (Nevis & Geneva) Tokyo Office

Geneva Partner

Phillip G. Oxnam

GS Management S.A.（ジュネーブ）代表取締役社長
Palladium Trustees S.A.（ジュネーブ）取締役
The Fungal Infection Trust（ロンドン）理事長

1958年ロンドン生まれ。英国籍。米国ペンシルベニア大学ウオートン・スクール、ジュネーブのウエブスター大学卒。ジュネーブの老舗プライベートバンクであるボーディエ（ Bordier & Cie ）に長年勤務。米国と英国への投資業務に従事し、勤務期間を通じて年30％のリターンを確保した。 2000年に米国、欧州、東南アジアにわたる M&A、企業融資、投資顧問を業務とする GS Management S.A. を設立した。同時に、ネイビス籍でオフショアでの信託業務を行っていた Palladium Capital Trust Limited を取得、2013年には Palladium Capital Trust Limited を傘下に置くパラディウム信託（Palladium Trustees S.A.）を設立し現在に至る。パラディウム信託は、現在、1,000億円を超える信託財産を扱っている。スイスのプライベートバンク業界に広いネットワークを有する。

http://www.palladiumsa.com/

また、祖父が拠出・設立した真菌感染症研究と製薬開発のためのチャリティ基金である The Fungal Infection Trust （本部：ロンドン）の理事長兼基金運用人でもある。

http://www.fungalinfectiontrust.org/

Geneva Partner

Mr.Phillip Glanville Oxnam

GS Management S.A. (Geneva) President
Palladium Trustees S.A. (Geneva) Director
The Fungal Infection Trust (London) Chairman of the Board

Mr. Phillip Glanville Oxnam, is a graduate of the Wharton School, the University of Pennsylvania, Philadelphia in the U.S.A., and Webster University in Geneva. He holds degrees in management, marketing, and economics with a concentration on analytical finance relation to company performance and investment valuation. He was responsible for the acquisition, completion, and integration of Emett & Chandler Inc., a California-based insurance broker, into the Jardine Matheson Group, which has since been publicly listed in London as Jardine Insurance Brokers plc. In his last employment with the Bordier & Cie, he was responsible for the Bank's investments into the U.S.A. and U.K. markets, and achieved investment returns of 30% per annum during his tenure.
In 2000 he established GS Management S.A. in Geneva specializing in corporate finance between the U.S.A. Europe and S.E. Asia. This includes mergers and acquisition, company finance and investment advisory services as well as support services to Palladium Capital Trust Limited (Nevis).
During 2013 and in light of the paradigm change in the structure and operation of the local trust business he assisted with the establishment of Palladium Trustees S.A. a Swiss registered trust company. Palladium provide professional trust services to a broad range of clients around the globe.
Mr. Phillip Glanville Oxnam has been a regular visitor to Japan and Tokyo and is a strong supporter of our work at Sigma Base Capital.

http://www.palladiumsa.com/

http://www.fungalinfectiontrust.org/

　　　MS/ms

f:id:sigma_school:20140627103826j:plain