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.