I manage a successful Merger Arbitrage (Risk Arbitrage) investment fund using 6 variants of the traditional merger arbitrage strategy each with their own unique characteristics. These variants combine to reduce correlation with the broader market making this fund an ideal complementary ... more

I manage a successful Merger Arbitrage (Risk Arbitrage) investment fund using 6 variants of the traditional merger arbitrage strategy each with their own unique characteristics. These variants combine to reduce correlation with the broader market making this fund an ideal complementary investment to a traditional portfolio.

The following key areas have been intensely researched and build extensively upon existing academic literature. The primary geographic area of operation is (but not restricted to) the US and encompasses all deal types.

i) Evaluation of relative risk/return characteristics
ii) Time frame analysis
iii) Entry/exit points

I continuously look for new opportunities and strategies. I also develop additional arbitrage investment strategies such as Stat Arb. These quantitative arbitrage systems are uncorrelated with market returns and produce a superior risk/return profile. I code strategies in R and Visual Studio, although various arbitrage and event-driven situations require additional manual oversight to optimize execution and performance.

I am open to collaboration without geographical restriction in which all participant skills, expertise, and resources can be leveraged to maximize performance. This may be with a fund looking to bring in-house this advanced turn-key M&A arbitrage strategy and augment or diversify their existing portfolio. Alternatively, it may be suited to a hedge fund or asset management firm looking to make an investment in the event-driven space.