ARP Investments is a thought leader in alternative risk premia


ARP Investments ("ARP") was founded in November 2013 by Founder and Managing Partner Deepak Gurnani and Founding Partners: Ludger Hentschel, Andrew Flynn and DeWayne Louis. The mission of ARP Investments is to provide investors with technology and innovation driven alternative risk premia products at the lowest possible cost. Deepak Gurnani and Ludger Hentschel have experience in alternative risk premia and quantitative research spanning several decades. Both Deepak and Ludger have published extensively on this topic.

ARP seeks to capture these risk premia with a systematic trade or factor-based ("bottom-up") investment process using individual securities (equities and futures). ARP invests in a number of market selection (momentum, valuation, carry, volatility and others) and security selection (valuation, momentum, event, volatility and others) risk premia across asset classes globally. Our products to date include:

  • Alternative Risk Premia (Multi-Risk Premia)
  • ARP Alternative Return Capture
  • Stock Selection Risk Premia
  • Trend Following Risk Premia
  • Equity Events Risk Premia
  • Global Macro Risk Premia

Core investment objectives include generating superior risk-adjusted returns that are uncorrelated with equities and bonds. The strategies invest in liquid markets and are designed to be scalable. Another important objective is to outperform well-designed portfolios of hedge funds. While the investment process is similar to that of best-in-class quantitative hedge funds, it is important to note that the investment objective is not to replicate a particular hedge fund or hedge fund strategy.

Because ARP is one of a very small number of asset management firms that focuses exclusively on these products and does not offer competing "2 and 20" hedge funds or broker dealer products, ARP avoids potential conflicts that could arise from offering higher fee products. ARP Americas LP is our investment advisor, and is a U.S. Delaware incorporated entity.

 




Mission

The mission of ARP Investments is to provide investors with technology and innovation driven alternative risk premia products at the lowest possible cost.

The Firm focuses exclusively on alternative risk premia offerings to avoid potential conflicts that arise from having products with significantly different economics within the same firm. ARP Investments has a team of 30+ professionals with advanced academic backgrounds in Sciences, Mathematics and Engineering who focus all of their efforts in enhancing investment processes and trading capability. In addition, ARP's partners have been early pioneers in researching/investing in Alternative Risk Premia factors. The partners, on average, have spent over 20 years researching, investing and trading alternative risk premia factors.