TWIN TREE MANAGEMENT Overview
Twin Tree Management Lp is a hedge fund that manages 421.3 MM dollars in regulatory AUM and has 5 employees, of which 3 perform investment advisory functions.
The manager's has disclosed holdings from 12/31/12 to 12/31/20. The fund's latest filing disclosed 3BN in positions, representing 596% of the manager's regulatory AUM.
The manager's has disclosed holdings from 12/31/12 to 12/31/20. The fund's latest filing disclosed 3BN in positions, representing 596% of the manager's regulatory AUM.
TWIN TREE MANAGEMENT StockAlpha
| Top 25% |
3yr StockAlpha
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Fundamental & Technical Factor Exposure
TWIN TREE MANAGEMENT Since Last Filing Return Details
| Ticker | Size | Sector | Stock Move | StockAlpha Attribution | Days to Liquidate | Trade Crowdedness | ||
|---|---|---|---|---|---|---|---|---|
| TSM | 2.55% | Tech | 11.64% | 0.08% | 0 | 15% | ||
| XLF | 1.8% | ETF | 19.15% | 0.12% | 0 | 9% | ||
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FEATURED IN
TWIN TREE MANAGEMENT Founders and Key Employees
| Name | Title | In Position Since |
|---|
| John S. Sawyer | Co-Managing Partner | January-2009 |
| Michael E. Presley | Co-Managing Partner | January-2009 |
| Joe Chiang | Chief Compliance Officer And Chief Financial Officer | October-2010 |
| Jay M. Grabeklis | Limited Partner | October-2009 |
| John S. Weeldreyer | Limited Partner | July-2009 |
TWIN TREE MANAGEMENT Brokers, Custodians, Auditors and Administrators
| Type | Company |
|---|
| Administrator | Pro |
| Auditor | Pro |
| Auditor | Pro |
| Custodian | Pro |
| Custodian | Pro |
| Prime Broker | Pro |
TWIN TREE MANAGEMENT Investment Strategy
Methods of Analysis, Investment Strategies and Risk of Loss
METHODS OF ANALYSIS AND INVESTMENT STRATEGIES
We provide investment advisory services with respect to a relative value investment strategy that seeks to profit from perceived mispricings in the implied volatility and correlation markets. We evaluate investment opportunities by analyzing the degree of deviation between implied volatility and forecast future realized volatility, the perceived risk associated with volatility exposure on a particular security, the expected correlations between various instruments and current portfolio composition. We generally expect that the long term correlation between the Funds’ returns and the returns of major market indices will be negligible. We generally seek to achieve volatility exposure through the use of a variety of derivative instruments including listed and over-the-counter options, variance swaps, volatility swaps, correlation swaps, convertibl...
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METHODS OF ANALYSIS AND INVESTMENT STRATEGIES
We provide investment advisory services with respect to a relative value investment strategy that seeks to profit from perceived mispricings in the implied volatility and correlation markets. We evaluate investment opportunities by analyzing the degree of deviation between implied volatility and forecast future realized volatility, the perceived risk associated with volatility exposure on a particular security, the expected correlations between various instruments and current portfolio composition. We generally expect that the long term correlation between the Funds’ returns and the returns of major market indices will be negligible. We generally seek to achieve volatility exposure through the use of a variety of derivative instruments including listed and over-the-counter options, variance swaps, volatility swaps, correlation swaps, convertibl...
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TWIN TREE MANAGEMENT Portfolio Concentration
TWIN TREE MANAGEMENT Location
8401 N. CENTRAL EXPRESSWAY
SUITE 880
DALLAS, Texas
UNITED STATES, 75225
SUITE 880
DALLAS, Texas
UNITED STATES, 75225
TWIN TREE MANAGEMENT Contact Information
Phone Number: 214-979-2310
Fax Number: 214-303-1952
Website: null
Fax Number: 214-303-1952
Website: null
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