Quantedge Capital, the Singapore-based hedge fund asset manager, recognises that consistency in terms of its capital deployment to the insurance-linked securities asset class is key, as it enables the firm to be there when losses hit and it can benefit from hardening prices, CEO Suhaimi Zainul-Abidin explained in a recent podcast interview.
Speaking with the Top Traders Unplugged podcast, Zainul-Abidin explained that how Quantedge Capital thinks about risk premia across all the asset classes it allocates to, which is helpful in understanding how the firm thinks about the ILS asset class and reinsurance.
Quantedge manages approaching US $8 billion in its flagship systematic global hedge fund strategy, which has allocations across multiple asset classes such as equities, bonds, commodities, currencies and insurance-linked securities and had delivered a 20.9% net annualised return as of September 30th 2026.
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