Founded in 2006 in Calgary, Auspice specializes in systematic commodity alpha, crisis alpha, and diversifying quantitative strategies. Before launching Auspice, founder/CIO Tim Pickering and Co-Founder Ken Corner previously led energy and derivative trading for Shell North America. In 2020 Auspice and Walter Global Asset Management (WGAM) formed a strategic partnership.
Founded
2007
Assets
800mm
Strategies
Systematic commodity alpha, crisis alpha, and diversifying quantitative strategies
Auspice's product suite consists of four quantitative solutions that are highly accretive to portfolios:
1) Auspice Diversified (ADP)
2) Auspice Broad Commodity (ABC)
3) Auspice Short Term (AST)
4) Auspice One Fund (AOF)
Uncorrelated, highly skewed investment returns that are accretive to portfolios of all types (strategies range from -0.2 to 0.3 MSCI ACWI correlation).
Philosophy
Markets are not efficient. Emotions and cognitive biases lead to poor investment decisions which contribute to these inefficiencies. We employ a process driven approach to bypass emotions, identify inefficiencies and design strategies to capture returns. There are multiple drivers of returns and we believe the most resilient investments are built from combinations of non-correlated return sources.
Approach
We have a suite of liquid alternative investment strategies that can be tailored to suit different investors.
Team
Tim Pickering, Founder & CIO
Ken Corner, PM & Director of Research
Arthur Chan, CCO
Kevin Malenfant, Director of Quantitative Research
Brennan Basnicki, Director & Product Specialist
Partner
Brennan Basnicki
[email protected]
1000 7th Ave SW, Suite 510
Calgary (AB) T2P 5L5
Telephone: 6479902226
Website: http://www.auspicecapital.com/
