TREXQUANT INVESTMENT Overview

Trexquant Investment Lp is a hedge fund that manages 815.5 MM dollars in regulatory AUM and has 14 employees, of which 10 perform investment advisory functions.

The manager's has disclosed holdings from 12/31/14 to 09/30/16. The fund's latest filing disclosed 448MM in positions, representing 55% of the manager's regulatory AUM.

TREXQUANT INVESTMENT StockAlpha

-0.1%
Top 25%
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Fundamental & Technical Factor Exposure

Market Cap Beta Volatility
Momentum (12M) Momentum (6M) Momentum (3M)
Price/Book Price/Earnings Price/Cash Flow
Dividend Yield Sales Growth Earnings Growth
ROE ROA ROC
EBIDTA Margin Debt/Assets Hedge Fund Crowding

TREXQUANT INVESTMENT Since Last Filing Return Details

Ticker Size Sector Stock Move StockAlpha Attribution Days to Liquidate Trade Crowdedness
BK 0.63% Financials 22.27% -0.01% 0 12%
MPC 0.62% Energy 23.33% 0.1% 0 13%
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FEATURED IN
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Wall Street Journal Logo
Pensions & Investments logo
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TREXQUANT INVESTMENT Founders and Key Employees

Name Title In Position Since
Taesoon Tyger Park Managing Member To Trexquant Mgt Llc June-2011
Taesoon Tyger Park Limited Partner January-2014
Taesoon Tyger Park Chief Executive Officer January-2014
Brian W. Chung Chief Compliance Officer January-2014
Brian W. Chung Chief Operating Officer January-2014
Adam C. Zelinski Managing Director January-2014

TREXQUANT INVESTMENT Brokers, Custodians, Auditors and Administrators

Type Company
Administrator Pro
Auditor Pro
Auditor Pro
Custodian Pro
Prime Broker Pro

TREXQUANT INVESTMENT Investment Strategy

Methods of Analysis, Investment Strategies and Risk of Loss

Objective

Each Feeder Fund’s objective (through its investment in the Master Fund) is to generate an attractive risk-adjusted return on behalf of its investors.

Trading Program

In seeking to achieve the above objective, we will generally employ a quantitatively-driven statistical arbitrage strategy across U.S. and non-U.S. equities. This statistical arbitrage program will rely upon a series of models that use market data to anticipate short term price movements in securities. The number of models employed is expected to change over time with the assimilation of new ideas, opportunities, research staff, and data. Models may take advantage of any observable market phenomenon and may generate forecasts over various timeframes.

The program is typically market neutral by dollar and beta, as well as by industry. While the program does not expressly target non-correlation ...
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TREXQUANT INVESTMENT Portfolio Concentration

TREXQUANT INVESTMENT Location

300 FIRST STAMFORD PLACE
THIRD FLOOR EAST
STAMFORD, Connecticut
UNITED STATES, 06902

TREXQUANT INVESTMENT Contact Information

Phone Number: 203-817-0551
Fax Number: 860 986 6292
Website:

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