Cheyne Capital is a diversified alternative investment manager with expertise in the following areas:
Corporate Credit: Cheyne is one of Europe's largest portfolio management groups specialising in Investment Grade and Crossover corporate credit. The team determines relative value in credits using rigorous fundamental analysis in order to avoid defaults and generate trading gains.
Real Estate Debt: Cheyne is Europe's largest alternative manager of real estate debt securities. The team's investment approach emphasises the valuation of the underlying UK or European residential or commercial property and the loan structure in order to identify undervalued securities in a stressed asset class.
Event Driven: Cheyne has one of the largest and most experienced groups of Event Driven specialists operating in Europe today. The team invests only in liquid, event driven situations with definite short-term catalysts.
Equities and Equity-Linked Securities: Cheyne's experience of investing in equities and convertible bonds dates back to the firm's inception in 2000 with Cheyne's founders' origins deeply rooted in the convertibles asset class. In both the convertible bond and long/short equity strategies, bottom-up fundamental analysis is used to identify undervalued companies on a global basis.
Cheyne Capital provides this project without support, under a free and open source licence, as a reference implementation.
It has been tested with: Windows Server 2003, Tableau Server 6.1, Python 2.5
See attached documentation.