INVESTMENT STRATEGIES
Quant Canadian Fixed Income
Overview
For investors looking for significant excess return relative to the FTSE TMX Canada Universe Bond Index and interested in quantitative portfolio management using modern technologies. The strategy seeks for value across all sectors of the Canadian bond market using computer modeling. Seeks maximum current income and total return through active asset allocation across fixed income sectors. Active asset allocation is paramount in our efforts to mitigate risk and achieve better risk-adjusted returns. The strategy can be more or less aggressive per client mandate.
Details
Performance (%)
Annual Returns | 2019 | Average | |||||||||
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*This information does not reflect the expected performance of the fund (s) and is provided solely for the purpose of illustrating the experience of Nymbus Capital Group Inc. and estimated past results of its investment activities. Period of February 1st 2019 to December 31st 2019 to represent performance since fund inception date. | |||||||||||
Nymbus Quant Canadian Fixed Income | 6.63% | 6.63% | |||||||||
FTSE Canada Universe Bond Index | 5.46% | 5.46% | |||||||||
Value added | +1.17% | +1.17% |
Investment Team

Gabriel Cefaloni
Managing PartnerChief Investment Officer
Mr. Cefaloni became Chief Investment Officer of Groupe Nymbus Capital Inc. in 2013 where he spearheads quantitative research and investment management operations. His career spans more than 10 years of capital markets experience. He served as partner and portfolio manager specialized in quantitative fixed income derivatives for GC Capital Asset Management. Prior to that, Mr. Cefaloni acted as a fixed income associate portfolio manager for ARB Group, a private investment firm. Mr. Cefaloni holds a B.Comm in Investment Finance with honors from Concordia University in Montreal and is recipient of the Chartered Investment Manager designation.