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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
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