Our Vision

Our Vision

To be one of the leading investment boutiques for active investment strategies in the field of scientific, research-driven, model-based, quantitative portfolio management.
Our Commitment

Our Commitment

To provide outstanding results and excellent added value with high quality, absolute return and Alpha generating investment solutions.
Our Ethics

Our Ethics

To commit ourselves and live up to high standards of ethics and compliance.
Our Beliefs

Our Beliefs

We believe in strict risk management to avoid drawdowns and to benefit from the superior power of return compounding.
Our Motivation

Our Motivation

At SAR we are driven by passion and dedication; being patient and disciplined, we work harder than most to achieve greater success.
Our Culture

Our Culture

To consistently innovate and to advance the success of our investors and clients with the quality of our products and services.
Our Focus

Our Focus

To trade highly active and very liquid investment strategies with outstanding performance and an exceptional level of transparency.

Team

SAR was founded in 2001, is privately owned and has assembled an experienced team of professionals with vast expertise covering all aspects of institutional asset management and living up to the highest ethical standards. SAR adheres to the Code of Ethics and Standards of Professional Conduct of the CFA Institute www.CFAInstitute.org.

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Michael Michael Ahrndt – Managing Partner
CEO

Michael is one of the initial founding partners of SAR. He also founded several other firms, including “alternative networks GmbH”, and has invested in a number of successful ventures, most notably his angel investment in SkySails, a firm which is currently valued over €1 billion. Michael is active in the alternative investment arena since 1997. His specific information technology expertise allows SAR to be at the forefront in this crucial field. In early years, he jointly managed a systematic Managed Futures Fund as well as a Forex Fund for the AIG Private Bank. Michael was part of a 4-man team that developed a risk management software for quantitative trading strategies that was sold for CHF 3 million in 2000. In 2001 he managed a statistical US Equity Arbitrage Fund that traded until May 2005 and returned ~10% net p.a. for investors. In 2003 SAR launched a Multi-Strategy FoF and in 2007 an Asset Finance FoF where Michael was part of the investment committee. He also developed life insurance wrappers, CPPI’s, leverage and hedging facilities.

Arne Arne Schmidt – Managing Partner
CIO

Arne is one of the initial founding partners of SAR and the driving force behind the company’s research and development efforts. Arne has a background in electronic engineering and is active in the alternative investment arena since 1993. In early years, he jointly managed a systematic Managed Futures Fund as well as a Forex Fund for the AIG Private Bank. Arne was part of a 4-man team that developed a risk management software for quantitative trading strategies that was sold for CHF 3 million in 2000. In 2001 he managed a statistical US Equity Arbitrage Fund that traded until May 2005 and returned ~10% net p.a. for investors. In 2003 SAR launched a Multi-Strategy FoHF and in 2007 a dedicated Asset Finance FoHF. In his function as CIO, Arne performed due diligence on over 100 Hedge Funds and allocated over USD 300 million to single strategy managers.

 ch  Dr.-Ing. Christoph Holtz, Dipl. Math.
Research and Development

Christoph develops new strategies based on statistical exploration of financial data. He has many years of experience as a researcher at the University of Hamburg, the Technical University of Hamburg-Harburg, the Northwestern University in Chicago and the Heinz-Nixdorf Institute in Paderborn and holds a master in applied mathematics and a PhD in electrical engineering. His main field of research is cluster analysis of very large data sets applying artificial neural networks. The investigation methods used stem from statistical physics, multivariate statistics, Bayesian statistics, genetic algorithms, fuzzy logic and pattern recognition.  Another emphasis is on optimization. Before joining SAR he worked as a SAS consultant and as a SAP consultant in banking, patents, pharmaceuticals and telecommunication.