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Profil
Mr. Matthew Dennis is Head Trader at Lyford Group International Ltd. He has more than seven years of experience in the financial services industry and has been with the firm since 2006.
Prior to joining Lyford, he worked as an investment performance associate at Cambridge associates and as a portfolio analyst at Credit Suisse Alternative Investments.
Mr. Dennis also spent time as a pit clerk for Rand Financial working at the Chicago Board of Trade.
Mr. Dennis holds a B.S.
in finance from Lehigh University.
Anciens postes connus de Matthew Dennis
| Sociétés | Poste | Fin |
|---|---|---|
Lyford Group International Ltd.
 Lyford Group International Ltd. Investment ManagersFinance Lyford Group International's primary investment approach focuses on liquid tactical trading to complement the firm's fundamental macro-economic views. They manage the Lyford Fund, a discretionary, tactically opportunistic global macro hedge fund that actively manages positions in equity indices, fixed-income, commodity and currency instruments using fundamental research and technical analysis. Lyford primarily trades highly liquid futures and options. A large proportion of the fund's assets are maintained in cash. The fund seeks double-digit returns while controlling volatility and maintains a negative correlation to most major indices and benchmarks. The Lyford Fund has two different books. Up to 30% of the positions consist of longer-term theme trades of one week to 3 months. These trades represent strong views that the firm expects to play out over time and are sized to handle intra-day volatility without breaching set risk parameters. All positions that Lyford anticipates will have more than 80% correlation to one another are part of the same theme. The remaining 70% of the book focuses on a short-term tactical approach that seeks to take advantage of events on the economic calendar, intra-day price action, asset reversion to the mean, anticipation of correlation breakdowns across a variety global markets and dynamic hedging of long-term themes. Lyford's risk management efforts include a strict stop-loss of 3% of net asset value on all longer-term theme trades and from 10 to 50 basis points of NAV on all short-term trades. The also have an overall hard stop-loss of 6% of NAV in any one month. Once they approach the 6% level, the firm begins to pare down positions in the portfolio and reduce their value at risk. If that level is reached at any time, they will close out all positions. The liquidity of the instruments Lyford trades allows them to collapse the portfolio in a very short time span. Lyford performs a value at risk analysis of their portfolio on a daily basis using Riskmetrics. The previous 30 trading days are used to calculate the correlation of assets. Riskmetrics is also used to determine how a position would increase or decrease the value at risk in the firm's total portfolio and a 95% VaR is closely evaluated. Lyford also performs an internal risk analysis based on their view of correlation and volatility and converts all assets to an S&P futures contract equivalent weighting. The portfolio usually has an average margin/equity ratio of 10%. | Trading-Equity | 01/09/2014 |
Cambridge Associates LLC
 Cambridge Associates LLC Investment ManagersFinance Cambridge Associates typically works with their clients to identify and refine their investment objectives, risk parameters and spending needs to determine an appropriate asset allocation and manager structure designed to achieve financial goals. The firm builds custom portfolios that aim to outperform over the long-term. | Corporate Officer/Principal | - |
Chicago Board of Trade
 Chicago Board of Trade Investment Banks/BrokersFinance Provides trade derivative facilities | Corporate Officer/Principal | - |
Credit Suisse Securities (USA) LLC (Broker)
 Credit Suisse Securities (USA) LLC (Broker) Investment Banks/BrokersFinance Provides brokerage services | Corporate Officer/Principal | - |
Formation de Matthew Dennis
Expériences
Fonctions occupées
Actives
Inactives
Sociétés cotées
Entreprise privées
Relations
7
Relations au 1er degré
5
Entreprises liées au 1er degré
Homme
Femme
Administrateurs
Exécutifs
Sociétés liées
| Entreprise privées | 5 |
|---|---|
Credit Suisse Securities (USA) LLC (Broker)
Credit Suisse Securities (USA) LLC (Broker) Investment Banks/BrokersFinance Provides brokerage services | Finance |
Chicago Board of Trade
Chicago Board of Trade Investment Banks/BrokersFinance Provides trade derivative facilities | Finance |
Lehigh University
 Lehigh University Other Consumer ServicesConsumer Services Functions as a College/University | Consumer Services |
Cambridge Associates LLC
Cambridge Associates LLC Investment ManagersFinance Cambridge Associates typically works with their clients to identify and refine their investment objectives, risk parameters and spending needs to determine an appropriate asset allocation and manager structure designed to achieve financial goals. The firm builds custom portfolios that aim to outperform over the long-term. | Finance |
Lyford Group International Ltd.
Lyford Group International Ltd. Investment ManagersFinance Lyford Group International's primary investment approach focuses on liquid tactical trading to complement the firm's fundamental macro-economic views. They manage the Lyford Fund, a discretionary, tactically opportunistic global macro hedge fund that actively manages positions in equity indices, fixed-income, commodity and currency instruments using fundamental research and technical analysis. Lyford primarily trades highly liquid futures and options. A large proportion of the fund's assets are maintained in cash. The fund seeks double-digit returns while controlling volatility and maintains a negative correlation to most major indices and benchmarks. The Lyford Fund has two different books. Up to 30% of the positions consist of longer-term theme trades of one week to 3 months. These trades represent strong views that the firm expects to play out over time and are sized to handle intra-day volatility without breaching set risk parameters. All positions that Lyford anticipates will have more than 80% correlation to one another are part of the same theme. The remaining 70% of the book focuses on a short-term tactical approach that seeks to take advantage of events on the economic calendar, intra-day price action, asset reversion to the mean, anticipation of correlation breakdowns across a variety global markets and dynamic hedging of long-term themes. Lyford's risk management efforts include a strict stop-loss of 3% of net asset value on all longer-term theme trades and from 10 to 50 basis points of NAV on all short-term trades. The also have an overall hard stop-loss of 6% of NAV in any one month. Once they approach the 6% level, the firm begins to pare down positions in the portfolio and reduce their value at risk. If that level is reached at any time, they will close out all positions. The liquidity of the instruments Lyford trades allows them to collapse the portfolio in a very short time span. Lyford performs a value at risk analysis of their portfolio on a daily basis using Riskmetrics. The previous 30 trading days are used to calculate the correlation of assets. Riskmetrics is also used to determine how a position would increase or decrease the value at risk in the firm's total portfolio and a 95% VaR is closely evaluated. Lyford also performs an internal risk analysis based on their view of correlation and volatility and converts all assets to an S&P futures contract equivalent weighting. The portfolio usually has an average margin/equity ratio of 10%. | Finance |
