Profile: Fortinbras Asset Management
Fortinbras Asset Management is an independent, fixed-income house focused on delivering dynamic portfolio performance in rising and falling interest rate environments. Sarah Nowakowska hears how momentum-based strategies can benefit from a more comprehensive yield curve coverage
Fortinbras Asset Management, a fixed-income investment boutique based near Frankfurt, was founded in 2004 and creates algorithmic strategy indexes that can be embedded in a variety of structured products, including capital-protected notes, and in unfunded swaps and options that the boutique offers to its investors. "We have worked closely with Deutsche Bank, UBS, Credit Suisse and Barclays Capital to create indexes that track the performance of Fortinbras' preferred strategies," says Fortinbras
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