IKOS Asset Management
| Private | |
| Industry | Investment management |
| Founded | 1992 |
| Headquarters | Limassol, Cyprus |
Area served | Worldwide |
Key people | Elena Ambrosiadou |
| Products | Asset management, Hedge Fund |
| Total equity |
 US$ 1.35 billion (31 January 2013) |
| Website |
IKOSam |
IKOS is a European investment management company that manages a quant hedge fund.[1][2] The company is headquartered in Limassol, Cyprus and is authorised and regulated by the CySEC.[3] IKOS is registered with the US Securities and Exchange Commission as an Investment Advisor, registered as a Commodity Trading Advisor & Commodity Pool Operator with the Commodity Futures Trading Commission and is a National Futures Association member.
History
IKOS was co-founded in 1992 by Martin Coward and Elena Ambrosiadou with approximately $600,000 assets under management.[4] IKOS ended 2010 on a high with two of its funds winning awards at the annual Hedge Funds Review European Performance Awards in 2011. The IKOS Futures Fund won the HFR award for the best Managed Futures Hedge Fund, while the IKOS FX Fund won in the Best Foreign Exchange Hedge Fund category.[5][6]
Technology & Algorithm
IKOS creates and executes trading strategies based on a mathematical modelling of statistical analysis, factor analysis and exploitation of multiple time horizon effects. Econometric models are combined with time-series analysis and market micro-structure models within an integrated risk management and systematic high-frequency execution platform. IKOS fund seeks returns over timescales ranging from tick by tick, through medium-term technical and longer-term fundamental periods; capitalising on diversified opportunity types that provide rigidity to changing market conditions.[7][8][9][10]
Key People
Elena Ambrosiadou is responsible for strategic development, and is a member of the Investment and Risk Management Committees. She obtained a degree in Chemical Engineering from Leeds University, an MSc in Technology and Development from Imperial College London, and an MBA from Cranfield University. As a chemical engineer she worked internationally with British Petroleum, before joining KPMG where she worked as a management consultant in Bahrain. Throughout her career she has been included four times in the FN100’s most influential European Women in Finance.[11] Elena is an Advisory Board member of Cranfield School of Management, and a Dean’s Council Member of the Harvard Kennedy School. In June 2007, she received the Cranfield Distinguished Alumnus Award. She was ranked in the Top 50 Leading Women in Hedge Funds, by The Hedge Fund Journal by Ernst & Young, in 2010 & 2011. Ambrosiadou is a Patron of ARK, a Trustee of the Oxford Philomusica, and a supporter of the Hellenic Rescue team; She was also awarded the Red Cross Humanitarian Award in June 2008.[12]
Notes
- ↑ IKOS Asset Management Limited: Private Company Information - Businessweek
- ↑ Love at Ikos Hedge Fund Sours as Ambrosiadou Fights With Coward - Bloomberg
- ↑ Cyprus Securities and Exchange Commission
- ↑ Louise Armitstead (December 14, 2009). "Elena Ambrosiadou's husband leaves Ikos to start his own fund". The Daily Telegraph.
- ↑ 2011 winners - Hedge Funds Review Awards
- ↑ IKOS Statement | Business Wire
- ↑ Hedge Funds Review - Ikos futures fund: ikos asset management
- ↑ The IKOS Hedge
- ↑ Quant Fund dormouse Gains 5.8% in July; Up 26.3% YTD
- ↑ Greg N. Gregoriou: Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach
- ↑ This Woman Just Beat Almost Every Hedge Fund Manager In The World's Returns
- ↑ 50 Leading Women In Hedge Funds 2013 - Elena Ambrosiadou, IKOS