About ARR

 

ARR Investment Partners manages a Global L/S Equity strategy. We are a London based and FCA regulated asset manager for professional investors.
 

In 2020 ARR Investment Partners was shortlisted in the HFM Performance Awards as one of the best Global L/S Equity hedge funds with AuM under $500m and a long-term track record. In March 2020, we generated double-digit net returns while global stock markets crashed by 30-40%.

ARR Investment Partners’ goal is to compound wealth by both generating attractive returns over the long run and preserving capital in bear markets. To achieve both aims we focus on investment opportunities with limited downside and significant upside and implement trades accordingly. Asymmetric risk reward is at the core of our investment approach, hence the name ARR Investment Partners.

 

Investment Philosophy

 

ARR’s investment strategy focuses on capital preservation in sell-offs and generating high returns during strong market trends. Those two aims are achieved through both top-down and bottom-up analysis.


The top-down analysis is crucial to avoid the loss of capital during severe market corrections such as the Covid19 sell-off in March 2020. Our analysis of macro and stock market indicators determines our gross, net and sector exposures. For example, a negative general market outlook may result in a net short exposure in a range of -10 to -25% by implementing overlay trades in sector ETFs and futures. We managed to deliver positive returns in the market sell-offs of August/September 2015, January 2016 and March 2020. 


In order to achieve target returns, we focus on four main investment opportunities, which have low correlation among each other, can be characterized by common factors and have predictive power: 1) Long Stock Rebounds 2) Long Dynamic Profit Growth 3) Short Hype or Bubbles 4) Short Structural Losers 


We created our proprietary portfolio and risk management system PARIS, which gives us an analytical edge. Moreover, we have a behavioural edge as our unconstrained mandate allows us to focus only on the best risk reward opportunities. 

About

 

ARR Investment Partners manages a Global Long / Short Equity strategy. We are a London based and FCA regulated asset manager for professional investors.
 

In 2020 ARR Investment Partners was shortlisted in the HFM Performance Awards as one of the best Global L/S Equity hedge funds with AuM under $500m and a long-term track record. In March 2020, we generated double-digit net returns while global stock markets crashed by 30-40%.

ARR Investment Partners’ goal is to compound wealth by both generating attractive returns over the long run and preserving capital in bear markets. To achieve both aims we focus on investment opportunities with limited downside and significant upside and implement trades accordingly. Asymmetric risk reward is at the core of our investment approach, hence the name ARR Investment Partners.

 
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Investment Process

 

The success of the strategy has been strict adherence to our investment philosophy and our trade implementation process. We have a ‘quantamental’ investment approach combining quantitative and fundamental analysis. We break down the investment process into several steps, which can be optimized and if possible automated in our portfolio and risk management system PARIS. This guarantees a repeatable investment process.
 

PARIS informs us about the risks we are taking in terms of gross, net, sector and country exposure, factor loadings, VAR etc. It enables us to align our market view with the implied portfolio view and warn us if we take undue risks.

PARIS screens an investable universe of more than 3000 liquid stocks and sends daily emails with investment ideas that meet the quantitative investment criteria of the four investment patterns we focus on (rebound, dynamic profit growth, bubble/ hype, structural losers). We selectively analyse these companies fundamentally to understand their business drivers and talk to management if deemed necessary. 

The resulting portfolio consists of high conviction long and short positions and the overall portfolio risks are managed using sector or index ETFs and futures. 

OUR TEAM

Highly experienced throughout economic cycles

 

Christian Putz

Founder, CEO - Portfolio Manager

 

Christian founded ARR Investment Partners and has been managing the current global absolute return strategy since 2013. Before he managed the Eastern European L/S Equity Fund for the investment boutique Kazimir Partners in Moscow, where he moved in 2009. He started his institutional investment management career at MAN Group, an alternative investment firm with AUM >$100bln, in 2006. He worked across multiple asset classes including Credit, VC and FoHFs.
Christian has been an active investor since 1997, and has a Masters in Business Administration and a Masters in International Business Administration and Economics from the University of Innsbruck.

Yuting Li

Quantitative Financial Analyst

 

Yuting conducts quantitative portfolio analysis and risk management. He also designs and implements systematic trading strategies. Yuting worked as a research assistant in Imperial College on reinforcement learning. He also  worked as a research intern in JYAH Asset Management, a Shanghai based quantitative hedge fund. Yuting has proficient programming skills in C++, Python, R and SQL.

Yuting graduated with first class honours degree from Warwick Business School and a distinction degree from Imperial College London.

Theron De Ris

Regulation and Compliance

 

Theron De Ris is CEO of Eschler Asset Management, he provides regulatory and compliance advisory to ARR. Theron was formerly a senior research analyst at Indus Capital Partners where he also held consultant and client service roles. Prior to this, he worked at Morgan Stanley in Milan and London where he ran the global equity institutional desk. Theron began his career at Goldman Sachs in Frankfurt in 1995, later moving to London.

A Chartered Financial Analyst (CFA) and Chartered Alternative Investment Analyst (CAIA), he graduated magna cum laude from Middlebury College in 1995 with a degree in International Politics & Economics, and German.

Simon Hampshire

Advisor

 

Simon Hampshire advises on client and investor relations for ARR, maintaining engagement with institutional and professional investors as well as various investment databases and hedge fund analytics. Simon has over 30 years of experience in the finance sector, having worked for HSBC, Morgan Stanley, UBS, Merrill Lynch and Barclays.

He holds a BSc degree in Economics and Social History from Bristol University.

Martin Huber

Advisor

 

Martin Huber advises on the implementation of quantitative analytics at ARR. Martin has been a Professor of Applied Econometrics at the University of Fribourg since 2014. His research comprises both methodological and applied contributions in the fields of statistics, econometrics, empirical economics, and machine learning.

He received his Ph.D. in Economics and Finance (specialization: econometrics) from the University of St. Gallen in 2010, where  he  was  subsequently appointed  as  Assistant  Professor  of  Quantitative  Methods  in  Economics. He was a visiting researcher at Harvard University in 2011–2012. 

 

Contact

ARR Investment Partners 
25 North Row,

Mayfair,

London

W1K 6DJ

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ARR Investment Partners Limited is an appointed representative of Eschler Asset Management LLP which is authorised and regulated by the Financial Conduct Authority. Disclaimer.  © 2020 ARR Investment Partners Ltd. Terms and Conditions apply