Who We Are
The origins of our company date back to the early 1990s when the founders were trading forex and interest rate derivatives at a global investment bank. What initially started out as a collegial friendship developed into a formal partnership when the Fortinbras Asset Management group was established in 2004 in Frankfurt, Germany.
At the heart of our business model is the creation of systematic trading strategies in a variety of delivery platforms for institutional investors worldwide, and in this context we have partnered with several of the most established investment banks to jointly launch index-linked structured product. Our parsimonious extraction models distil confident trading signals from broader market noise and have been effective at generating alpha in both bond bull and bear market circumstances. Over the past fifteen years some €2.5 billion have been invested into the programs we manage.
From 2004 – 2017 we were a BaFin-regulated and authorized financial institution. In 2017 we sold off the external, third party asset management business and have operated since then as an independent investment and advisory boutique.
Like interest rates, price discovery in the carbon markets is dependent on directionally persistent policy tools (ie the emissions cap), and in 2020 we began applying our trading algorithms to the compliant market. More recently, we are also engaged in market-making for voluntary offsets.
Fortinbras is proud to be an equal opportunity workplace. We are registered in the Austrian companies registry (Firmenbuch) under the number FN 281026z with managing director (handelsrechtlich) being Christopher John Kennedy. Our VAT ID is ATU72796218.
This website is not an offer to, or solicitation of, any potential clients or investors for the provision by Fortinbras of asset management, advisory or any other related services. No material listed on this website is or should be construed as investment advice, nor is anything on this website an offer to sell, or a solicitation of an offer to buy, any security or other instrument.
Fortinbras Asset Management GmbH is a tied-agent according to § 2 Abs. 10 KWG of the German Banking Act and falls under the regulation and authorization of BaFin, the Federal Financial Supervisory Authority in Germany. License number 80177742 in BaFin’s public register. Responsible investment firm is MEX Asset Management GmbH; managing director is Christopher Kennedy.