Thu, Jun 29, 2017
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. Legal - Bond market concerns could scuttle Paulson's Fannie-Freddie plan[more]

    From Bloomberg.com: A hedge fund proposal for freeing Fannie Mae and Freddie Mac from U.S. control is poised to face stiff opposition from investors who say it risks wrecking the mortgage-bond market. The Moelis & Co. blueprint, which firms including Paulson & Co. and Blackstone Group LP sponsored,

  2. Other Voices: Are your pricing policies and procedures for less liquid instruments adequate?[more]

    Komfie Manalo, Opalesque Asia: The unrelated position mismarking incidents that quickly precipitated the closures of both Visium Asset Management and Marinus Capital have been recent focal points for market participants, but regulatory scrutiny of valuation choices for less liquid instruments is

  3. FinTech - AI hedge fund Numerai now live on Ethereum, Cryptocurrency hedge funds generate huge returns as bitcoin surges[more]

    AI hedge fund Numerai now live on Ethereum From Cryptoninjas.net: Back in February, Numerai announced numeraire (NMR), a cryptographic token to incentivize a new kind of hedge fund built by a network of data scientists. Earlier today, the Numeraire smart contract was officially deployed

  4. Investing - Advisors slash hedge fund positions, Theravance Biopharma is a top pick of investment guru Seth Klarman, As asset management industry grows a search for new revenue streams[more]

    Advisors slash hedge fund positions From Barrons.com: Financial advisors have cut wealthy clients' exposure to hedge funds by up to one third over the past 12 months, The Financial Times reports. Advisor firms in the FT's annual top-300 ranking have reduced their hedge fund allocation to

  5. Investing - U.S. hedge fund in anonymous bet against Tesco shares, Hedge funds made repeated attempts to invest in Veneto banks, Steve Cohen's Point72 takes stake in struggling electronics retailer Conn's, Hedge fund Excalibur bets Riksbank will tighten by end of year[more]

    U.S. hedge fund in anonymous bet against Tesco shares From FT.com: A $20bn New York hedge fund is using an offshore shell company to anonymously bet against the shares of the UK supermarket Tesco, raising fresh questions over the efficacy of European short selling disclosure rules.