Fri, Sep 19, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Aquantum launches 100% systematic asset manager, UCITS fund to follow

Wednesday, August 29, 2012

amb
Thomas Morrow
Benedicte Gravrand, Opalesque Geneva:

The Aquantum Group, a provider of sophisticated investment indices, has just started a new asset management division called Aquantum AG, which is based in Munich, Germany. Aquantum AG offers managed accounts and plans to launch its first fund – a UCITS-compliant fund – in the last quarter of this year.

Aquantum was founded in 2008 by Thomas Morrow, who used to be Senior Scientist at Winton Capital Management, a large British quant asset manager. The firm, which focuses on the design of systematic CTA strategies, obtained a licensing agreement with Royal Bank of Scotland (RBS) and launched a series of index-based products, which to date have attracted more than $1bn of investment notional. It has offices in Luxembourg, Oxford, Munich and New York. Its name derives from the words "Aqua," for liquidity and index transparency, and "Quantum," for quantitative investment principles.

Aquantum AG, the new asset management division, is authorized and regulated by BaFin, the German supervisory authority. As with most CTA managers, it will follow a fully systematic approach to investing with predefined risk budgets. This approach involves applying advanced mathematical models to data in order to systematically exploit market inefficiencies, with all models tested against large data sets, thereby exposing them to a wide range of market, economic, and political changes. It can tr......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. SEC charges 19 investment firms and one trader for breach of Rule 105[more]

    Benedicte Gravrand, Opalesque Geneva: The Securities and Exchange Commission (SEC) started a push to enhance the enforcement of Rule 105 of Regulation M last year to uncover hedge funds and private equity firms that have illegally participated in an offering of a stock after short selling it duri

  2. Fund managers, bullish on Europe, anticipate monetary policy separation of Fed and ECB[more]

    Komfie Manalo, Opalesque Asia: At least 202 fund managers with $556bn of assets under management said that while the European Central Bank (ECB) has eased its monetary policy that sent sentiments towards Europe to pick up, the Fed is expected to hike its rate in the spring of 2015. Investor

  3. Institutions - North Carolina workers call on state pension to dump up to $6bn in hedge funds, UK pension fund criticizes hedge fund fees[more]

    North Carolina workers call on state pension to dump up to $6bn in hedge funds From Forbes.com: The State Employees Association of North Carolina this afternoon called on state Treasurer Janet Cowell to withdraw all investments in hedge funds, which appear to amount to approximately $6 b

  4. News Briefs - Limited partners of investment managers may be subject to self-employment taxes, Just one week left until NYC's Rocktoberfest[more]

    Limited partners of investment managers may be subject to self-employment taxes On September 5, 2014, the Internal Revenue Service (“IRS”) issued Chief Counsel Advice 201436049, concluding that members of an investment manager were subject to self-employment taxes with respect to their e

  5. Institutions - Adviser's faith in hedge funds unshaken by CalPERS' move Advisers weigh in on CalPERS’ decision, Gina Raimondo sees no reason to follow California’s lead, exit hedge funds, Danish pension funds step up 'alternative investments'[more]

    Adviser's faith in hedge funds unshaken by CalPERS' move From WSJ.com: Financial advisers who use hedge funds in their clients' portfolios say they aren't rethinking that approach after a huge California pension fund announced plans to exit the hedge-fund market. The decision by the Cali