Water Wisdom: A Systematic Global Macro

-- Formless as Water, adapted to the Changing World

Mandelbrot Set

Water Wisdom Asset Management (WWAM): we are a passionate and motivated global investor. We seek to generate regular absolute, risk-adjusted returns over the long term, regardless of economic cycles or environments, by

  • running a distinct style in investing across a broad range of assets globally;

  • maintaining a risk-reward balance;

  • bridging the gaps among discretionary approach, fundamental research, qualitative and quantitative analysis;

  • Ethics and integrity at the top of the page;

  • Passion to deliver the high standard performance;

  • Evolutionary learning of adaptation to varying environments through a negative feedback;

  • Dedication to our clients' success.

Mandelbrot Set

Yuwei Yuan, Founder & CIO 20+ years investment experience in US, EU & China financial markets

  • Opinions contributor to Reuters, Caixin, China CBN, Weekly Securities

  • Tencent University Open Class 2018：Global Macro Strategy: How To Trade Trade War (Chinese Verison）

  • Best Global Macro Strategy / Huabao China CBN Awards 2016

  • No.1 INVESTARS – Investorside Research Excellence Award 2008

  • Top 3 Investars best-performing analysts ranking for consecutive 3 year (2006-2009) amongst 146 investment banks globally

Coverage

We invest across and trade a broad range of asset classes in global markets:

  • Equities: DM & EM

  • Index Futures/ETF

  • Commodities

  • Bonds

  • Currencies

Multi-Strategies

In line with our investment philosophy, we allow a practical adaptation and evolution that corresponds to the changing world. However we achieve this adaptation/evolution while at the same time defending our values, and maintaining a risk-reward balance, e.g. in 2021, we may buy into the tech bubbles or MEME stocks bubbles, while defending "value investing" over longer-term, being prepared to short sell, once we see the turning point, confirmed by our in-house systematic or quantitative models on macroeconomic and market variables...

  • Global Macro: Multi-Strategy & Systematic Diversified

  • Factor investing

  • Aggressive growth

  • Emerging Markets: China, Latam etc.

  • Equity Long/Short

  • Market Neutral

  • Relative Value

  • CTA

Methodologies

In line with our philosophies, we

  • Employ an investment process predicated on a systematic, quantitative evaluation of macroeconomic variables;

  • Focus on leading assets/stocks that reflect macro or sector momentums;

  • Bidirectional inference: top-down & bottom-up;

  • Employ quantitative process which focus on statistically robust or technical patterns;

  • Focus on highly liquid instruments and maintain shorter holding periods than either fundamental or growth strategies;

  • Diversification: capturing economic or quantitative momentum by investing in a diverse of asset classes (equities, bonds, commodities, currencies etc.) and in different regions globally (Net exposure < ±30~60%, 200~300+ lines).

WW Systematic Global Macro

Objective: To deliver regular absolute returns (Downside vol < 10%, Sortino > 1.5, MDD<15%) over the long term, regardless of macro-economic environments (Beta < ±0.4), through investment in a diversified long/short portfolio by combining different assets in varying proportions , where the asset allocation is tactically managed, and by capturing macro and micro momentums globally on a fundamental or quantitative basis. To provide with our clients Tail Risk hedging, by delivering positive absolute or relative returns during economic crisis (Skewness > 0)

Strategies: Systematic Macro, Equity Hedge, Emerging Markets

Theme: Global, Growth, developed markets and emerging markets

Liquidity: High. We focus on large cap


WW Tail Risk Fund

Objective: To deliver positive returns during economic crisis (Skewness > 0)

Strategies: Tail Risk Hedging, VIX, Long/Short

Liquidity: High. We focus on liquid index futures or ETF


WW China-Global Connect (plan)

Objective: regular long-term growth of capital through investment in a diversified mix of assets or securities with high economic exposure to China, where the asset allocation is tactically managed.

Strategies: Macro: Multi-Strategy, Equity Hedge, CTA

Theme: China-exposed, Global, Growth

Liquidity: High. We focus on Large cap


Important Notice: The names of financial instruments mentioned above are prepared for illustrative purposes only. It is not a recommendation to buy or sell any of the securities or financial instruments mentioned. Any opinions expressed in this illustration above may be changed without notice at any time after publication.