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342.96M
Feb 10, 2012
The Fund targets returns above the average returns of traditional cash products after management costs. More specifically, the Fund targets returns that outperform the Reserve Bank of Australia’s (RBA’s) cash rate by 1.0% to 2.0% pa after management costs, over a rolling 12 month period. The investment objective is not intended to be a forecast. It is only an indication of what the investment strategy aims to achieve over a rolling 12 month period.
Name | Title | Since | Until |
---|---|---|---|
Nick Campregher | Portfolio Manager | 2020 | Now |
Biography | Based in London, Dr Nick Campregher joined Coolabah Capital in 2020 in a full-time role as a portfolio manager and quant analyst, and helps lead Coolabah’s offshore trading, investments, execution and research processes. Nick previously worked as a Senior Trader in the Credit Exotics and Complex Structured Products group at UBS in London between 2013 and 2019 where he was responsible for the trading and risk management of a large portfolio of credit exotic derivatives and corporate and structured credit securities, in both developed and emerging markets. Prior to this Nick was a Trader in 2012 on the Structured Credit and ABS Trading desk at UBS, focusing on credit hybrid SPVs and CLNs, and from 2009 to 2012 worked as an Associate in the Structured Product Market Risk team at UBS managing portfolio risk, capital and stress scenario analysis covering all aspects of structured credit trading, with a heavy focus on credit tranches and bespoke SPV transactions. Before joining UBS in 2009, Nick worked as a Risk Management Consultant at d-fine Ltd (2006 to 2008) and as a Derivatives and Fixed Income Analyst at Standard Bank (2008 to 2009). Nick graduated with a PhD in Electronics from Imperial College, London, where he also completed a BEng in Information Systems Engineering with honours. Originally born in Italy, he is fluent in both English and Italian. Nick represented Italy at junior rowing world and European championships and co-founded the London Brewing Company Ltd. | ||
Ashley Kabel | - | 2017 | Now |
Biography | Ash joined Coolabah Capital in 2017 in a full-time role as a quantitative analyst and portfolio manager and helps lead all portfolio management and research efforts. Ash was previously Director of Quantitative Strategies at the award-winning and strongly performing FX hedge fund, The Cambridge Strategy, between 2012 and 2016, based in London. At Cambridge Ash managed US$250m (and a small team) in medium-term, quant-based FX strategies spanning 2012-2016 with an average audited annual return of 13.4% and volatility of 8.2%, outperforming FX beta indices and FX and Macro Hedge Fund indices. Prior to Cambridge, Ash served as an investment analyst with portfolio management responsibilities covering FX, equities and fixed-income at the $800bn fund manager, Invesco between 2005 and 2012, based in Sydney. At Invesco he helped develop, analyse and manage multiple quant strategies including direct execution of fixed-income portfolios. Ash graduated with honours degrees in Law and Engineering (Software) from Melbourne University, has extensive quant analytical and programming skills, and in his youth was awarded Australian government prizes for mathematics. | ||
Stephen Parker | Portfolio Manager | 2016 | Now |
Biography | Steve joined Coolabah Capital in 2016 in a full-time role as a quantitative analyst and in 2017 was promoted to a junior portfolio management role. Today he serves as a portfolio manager and quant analyst, contributing to all investment and research activities. Steve was previously a futures trader at Star Beta focussing on Australian and US government bonds and the formulation of quantitative trading strategies and risk management models for these markets, and prior to this worked for a consulting firm. In 2013 Steve completed a PhD in Astrophysics from the University of New South Wales that involved developing numerical and computational algorithms used in searching for brown dwarfs in several nearby star clusters. This included the creation and optimisation of automated pattern recognition algorithms, as well as simulating their use to optimise their effectiveness. He was awarded 1st Class Honours in his Bachelor of Science (Advanced) in Physics and Astronomy from UNSW. Steve’s honours year involved completion of two seperate Astrophysics projects, the first studying the spectra of distant quasars and the second involving searching for companions to nearby brown dwarfs. He is passionate about using data and numerical analysis to aid in making strong, evidence based decisions in research, financial and commercial contexts. | ||
Christopher Joye | - | 2012 | Now |
Biography | Christopher founded Coolabah Capital in 2011 and leads the portfolio management effort that has produced one of Australia’s top short-term fixed-interest capabilities. He is responsible for investment decisioning, portfolio management, research and asset pricing, and general business management, running a large team of portfolio managers and analysts. Christopher is also a Contributing Editor with The Australian Financial Review and well-known as one of Australia’s leading economists, policy advisors and fund managers. In 2019, CCI was selected as one of FE fundinfo’s Top 10 “Alpha Managers” based on his risk-adjusted performance throughout his career across all asset-classes. Christopher previously worked for Goldman Sachs in London and Sydney, the Reserve Bank of Australia, and was the founder of an award‐winning research and investment group, Rismark International. In 2009 The Australian newspaper selected Christopher as one of Australia’s top 10 “Emerging Leaders” in its economic/wealth category. In 2007 Christopher was selected by The Bulletin magazine as one of Australia’s “10 Smartest CEOs” and by BRW Magazine as one of “Australia’s Top 10 Innovators”. In 2008, the Australian Government invested $15 billion behind a policy proposal developed by Christopher to provide liquidity to the Australian RMBS market to mitigate the effects of the GFC. In 2019 the Australian government committed $2bn to invest in securitised SME loans on the basis of a policy proposal Christopher developed for the Treasurer at the time to enhance competition and liquidity in the SME finance sector. In February 2009, Christopher was invited by the Rockefeller and MacArthur Foundations to travel to advise the Obama Administration on the US housing crisis. Christopher served as a Director of The Menzies Research Centre, which is a leading Australian think‐tank, from 2003 to 2007. Christopher received Joint 1st Class Honours (Economics & Finance) and the University Medal in Economics & Finance from the University of Sydney, where he was a Credit Suisse First Boston Scholar, SIRCA and University Honours Scholar. He studied in the PhD program at Cambridge University in 2002 and 2003, where he was a Commonwealth Trust scholarship recipient. |
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