Systematic Macro Hedge Fund Manager of the Year – London, UK 2023
Alphidence Capital Ltd. began trading in November 2020.The company founded by Igor Yelnik continues to research and innovate the Systematic Macro strategy that he has pioneered throughout his investment career. The Alphidence Capital investment team is led by Igor who is supported by senior quantitative researchers and an experienced software development team. Alphidence Capital implements a systematic macro strategy based predominantly on fundamental analysis to realise absolute returns by capturing directional and relative market movements across developed futures and FX markets. Based on an uncrowded investment approach, the strategy is made up of five multi-factor models which are designed to capture long term returns and stay uncorrelated in the long run. The strategy employs a market-leading proprietary risk framework deeply ingrained into the investment process to ensure risk diversification and minimise occurrences of tail events. The strategy has demonstrated a low correlation to other funds, strategies, asset classes and indices.