Fri, Jan 20, 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. Investing - This hedge fund made 37% betting on banks in 2016 and remains bullish after the Trump rally, Hedge fund legend David Einhorn is making a big bet on GM, After impressive 85% return in 2016, hedge fund looks to Canadian gold producer, small banks[more]

    This hedge fund made 37% betting on banks in 2016 and remains bullish after the Trump rally From Forbes.com: Can bank stocks continue to rise after a 28% surge in the KBW Bank Index in 2016, fueled by a post-election rally as stock pickers returned to the beaten down sector? Forget the s

  2. SWFs - China sovereign wealth fund CIC plans more U.S. investments[more]

    From Reuters.com: China Investment Corporation (CIC), the country's sovereign wealth fund, is looking to raise alternative investments in the United States due to low returns in public markets, its chairman said on Monday. CIC will boost its investments in private equity and hedge funds as wel

  3. Some hedge funds strong start in 2017 nice contrast to 2016[more]

    With the 2016 HSBC Hedge Weekly performance rankings in the books - a year in which the same leader-board entries pretty much dominated unchallenged throughout the year - comes a new leader board that is a hard-scrabble mix of hedge fund styles and categories. What is clear after but a few short wee

  4. Macro hedge funds and CTAs outperform in December on strong dollar[more]

    Komfie Manalo, Opalesque Asia: The last month of 2016 saw risk assets climbing higher, as part of expectations that the new U.S. administration will remove barriers to growth and investment, Lyxor Asset Management said. December also saw the Fed hik

  5. Opalesque Exclusive: Roxbury credit events UCITS gathers more assets[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: The Roxbury Credit Events Fund, launched in September 2015, was up 4.24% in 2016, having returned seven positive months during the year. The managers raised