22 December 2016

About Us

Yorkshire HG LTD is a Firm based in London,UK, that specializes in Venture Capital, Real Estate Development, and Financial Market Investments.

Yorkshire HG LTD. provides full-cycle corporate innovation, venture and strategic development advisory services focused on providing the access necessary to achieve both strategic impact and business transformation.

In parallel, the firm manages the Yorkshire HG LTD. program, a venture asset class investment vehicle for high net worth individuals and family offices.

 

 

 

Investment Process

The core of our investment process is built on bottom-up trade analysis conducted across the firm’s areas of expertise. This is combined with top-down portfolio analysis to ensure sufficient diversification across each of the firm’s products.

Trade Selection:

  • Identification;
    proprietary quantitative tools are utilized by the firm’s experienced trading team to monitor various markets and investment strategies in search of trading opportunities
  • Quantitative Analysis;
    trades are analyzed quantitatively, including ex-ante return and volatility, maximum loss, performance in different trading environments, and correlation to the existing portfolio
  • Dynamic Factors;
    investigate the factors that have recently effected a trade, such as investment flows, current holders, supply / demand dynamics, potential catalysts, and fundamental outlook
  • Execution;
    this decision includes target size, entry level, profit target, stop out, and hedging strategy

Portfolio Construction / Monitoring:

  • Portfolio Analysis;
    top-down analysis is conducted to review overall exposures and monitor expected and realized correlation across sub-portfolios
  • Risk Analysis;
    stress testing and scenario analysis are employed to uncover and hedge, if desired, unexpected exposures
  • Portfolio Management;
    the firm’s traders and PMs manage each sub-portfolio and will monitor and hedge existing trades, source new opportunities, and investigate market dynamics. Risk management policies outline the firm’s response to performance drawdowns

RISK MANAGEMENT

Quantitative statistics are useful in describing existing risk exposures, but we maintains a risk management framework that outlines the firm’s typical response to market events and portfolio drawdowns.

  • Stop losses;
    the firm generally employs soft stop losses at the trade-, sub-portfolio-, and portfolio-level. Given the firm’s trading focus, our typical preference is to respond aggressively to losses
  • Standard deviation of daily returns;
    realized volatility is generally used to adjust portfolio risk exposures and identify potential regime shifts or dislocating market environments
  • Liquidity profiling;
    liquidity is generally a direct input into position sizing. Changes to market liquidity require additional analysis

INFRASTRUCTURE

We places a very high importance on infrastructure, including:

  • Systems:
    dedicated technology team & proprietary systems across front and back office functions
  • Redundancies:
    multiple prime brokers and counterparties; two fully staffed offices; disaster recovery facility
  • Controls:
    Independent 3rd party administrator and auditor; in-house operations and accounting teams