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3.14 (π)

Investment Policy

3.14 is managed via a long / shrt equity strategy and is based on the general assumption that market overreactions will occur as long as greed and fear characterize the current market situation. These overreaction do offer attractive opportunities on the markets. To evaluate and quantify such market situations the fund´s management developed a proprietary trading model. Absolute returns will be gained via disciplined and mostly systematic trading, furthermore 3.14 is constructed to generate uncorrelated returns against traditional asset classes within the fund´s risk budgets. 3.14 sells overbought stocks and buys oversold stocks within a universe of highly capitalized corporates with high market liquidity.

Manager Profile

Florian was managing partner and co-founder of ehedge AG and its CEO since late 2000 advising institutional investors on complex trading strategies. He has more than 16 years of investment banking/capital markets experience having built up the equity derivatives/structured products desks for Bankgesellschaft Berlin and Commerz Financial Products. He started his banking career with Deutsche Bank in 1992 where he was managing a statistical arbitrage fund for an institutional insurance client as well as local arbitrage opportunities for US based hedge funds. He wrote his thesis with Prof. Selten (Nobel laureate in game theory 1994) about the random walk theory and its tolerance for “price runs” justifying successful systematic trading approaches. He got his master degree in economics at Bonn University in 1992.