Author Archives: alundarwood

About alundarwood

I am involved in market risk and performance analytics in the financial services industry. My expertise includes portfolio management, fixed income analysis, advanced derivative pricing and building software valuation models.

Bastille Day 35km trail run, Franschoek, 14 July 2018

Posted on July 17, 2018 by alundarwood

Another amazing run around the Berg river dam. Fantastic to see lots of water flowing into the dam.  

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Jonkershoek Mountain Challenge, 38km, 19 May 2018

Posted on July 6, 2018 by alundarwood

Another great event from the Wildrunner team. A really tough event just outside Stellenbosch. Amazing view and really enjoyable.

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South African Hedge Fund (BN52) Guidelines

Posted on May 9, 2018 by alundarwood

South African Hedge Funds’ from a regulatory perspective can be split into two: QIHF – Qualified Investor Hedge Funds RIHF – Retail Investor Hedge Funds As a RIHF is more onerous we will focus on this regulation. Borrowing/Repurchases A Fund … Continue reading →

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UCITS Guidelines

Posted on May 9, 2018 by alundarwood

The below is copied from the  Financial Engineer website. Liquid Securities only 0% Exposure to Commodities 0% Exposure to Property / Real Estate 0% Exposure to Private Equity 0% Exposure to illiquid securities Risk Management VaR of a fund cannot … Continue reading →

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Futuregrowth’s SOE Governance Unmasked article

Posted on April 20, 2018 by alundarwood

Below is a link to the article from Futuregrowth Asset Management on governance issues at South African State Owned Enterprises (SOE). From the Futuregrowth website… “… This followed a creeping sense of governance degradation at various SOEs, culminating in clear … Continue reading →

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