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GLOBAL L/S EQUITY STRATEGY 

TRANSPARENT  |  LIQUID  |  UNCORRELATED  |  ALIGNED INTERESTS  |  LONG-TERM TRACK RECORD

About ARR

 

ARR Investment Partners is a London-based investment boutique advising a global long/short equity strategy for professional investors. Our goal is to generate attractive returns over the long run by outperforming during market downturns whilst maintaining strong performance during market rallies. To achieve both aims, we invest in opportunities, both on the long and short side, that we perceive to have an 'asymmetric risk-reward'.

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ARR Investment Partners has won the With Intelligence HFM European Performance Awards 2024 in the category "Global equity under $500m." You can find the information on the With Intelligence website here.

About
Philosophy

Investment Philosophy 

 

ARR’s investment strategy focuses on generating attractive returns during strong market trends and maintaining a low or negative correlation to global equity indices in market selloffs. The investment process is both bottom-up to profit from strong single stock movements and top-down to avoid big market corrections.

 

To achieve target returns, we focus on four main investment opportunities that have a low correlation amongst each other, can be characterized by common factors and have predictive power: Stock Rebounds, Dynamic Profit Growth, Bubbles, Structural Losers.

Our analysis of macro, sector, and stock market indicators is paramount to avoiding capital loss during severe market corrections such as the Covid19 sell-off in March 2020. We identified certain investment patterns that proved to deliver positive returns in the market sell-offs of August/September 2015, January 2016, and March 2020.

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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. 

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Investment Process

 

We take a ‘quantamental’ investment approach by combining quantitative and fundamental analysis. We break down the investment process into several steps which can be optimized and, if possible, automated in PARIS. This creates a robust and repeatable investment process. 

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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 warns us if we take undue risks.​

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PARIS screens an investable universe of more than 7,000 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 and Structural Losers). We selectively analyse these companies fundamentally to understand their business drivers and talk to management if deemed necessary. 

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

Investment Process

OUR TEAM

Highly experienced throughout economic cycles

Team
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Christian Putz

Founder, CEO and Portfolio Manager

 

Christian founded ARR Investment Partners and has been managing the current global absolute return strategy since 2015. 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 holds a Masters in Business Administration and a Masters in International Business Administration and Economics from the University of Innsbruck.

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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 and has proficient programming skills in C++, Python, R and SQL. Previously, he worked as a research intern at JYAH Asset Management, a Shanghai based quantitative hedge fund. Yuting graduated with a First Class Honours degree from Warwick Business School and a distinction degree from Imperial College London.

Egor Makeev, CFA 

Senior Financial Analyst

 

Egor conducts fundamental research and company analysis for ARR. Egor has a total experience working as a buy-side and sell-side analyst of more than 12 years, including at Raiffeisenbank Russia, a subsidiary of RBI, one of the leading banks in CEE, VTB Capital Investment Management, the largest asset manager in Russia, and Valartis Group, a Swiss investment boutique.

Egor holds Master’s degrees from ESCP Business School and the Higher School of Economics, and is a CFA charterholder.
 

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Theron De Ris

Regulation and Compliance

 

Theron De Ris is CEO of Eschler Asset Management, who 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, before moving to London. Theron is a Chartered Financial Analyst (CFA) and Chartered Alternative Investment Analyst (CAIA) Charterholder. He graduated magna cum laude from Middlebury College in 1995 with a degree in International Politics & Economics, and German.

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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. Martin received his Ph.D. in Economics and Finance, specialising in 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. 

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