OI25: What If Lower Volatility Is the Wrong Goal ft. Suhaimi Zainul-Abidin

Moritz Seibert is joined by QuantEdge CEO Suhaimi Zainul-Abidin to explore how one of Singapore’s most successful systematic firms approaches risk, diversification and long-term compounding. Suhaimi explains why QuantEdge deliberately runs at a much higher volatility than most institutional portfolios, how the firm combines hundreds of independent risk premia across equities, bonds, commodities and insurance-linked securities, and why diversification should create room to take more risk rather than simply reduce it. They also discuss capacity, investor lockups, portfolio rebalancing and the lessons QuantEdge learned from surviving both the Global Financial Crisis and the COVID market shock.

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Episode TimeStamps:

03:07 - How QuantEdge grew from $3 million to nearly $8 billion

07:29 - Why QuantEdge doesn’t fit neatly into the CTA bucket

09:10 - How risk premia create returns across markets

11:20 - Systematically investing in insurance-linked securities

15:18 - Building a portfolio from hundreds of independent bets

20:32 - Why QuantEdge targets around 25% volatility

25:24 - Where the firm’s returns have actually come from

27:06 - How the strategy evolved from 50 markets to nearly 300

29:34 - How much capital can QuantEdge realistically manage?

32:46 - Why the firm refuses to dilute its strategy for investors

37:11 - Why long lockups can actually protect investors

46:33 - The toughest periods in QuantEdge’s 20-year history

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