Thu, Nov 26, 2015
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

London systematic manager Future Value Capital launches macro fund on MontLake UCITS platform

Monday, October 07, 2013

Cyril Delamare
Benedicte Gravrand, Opalesque Geneva for New Managers:

MontLake, ML Capital’s UCITS-compliant funds platform, announced the launch of the FVC Alternative Risk Premia UCITS Fund on 30th September. It is run by Future Value Capital Ltd, a London-based quant macro specialist created by Roman Lutz.

Lutz first founded Future Value Capital Ltd. in 2009, a proprietary investment company where he first developed and later managed investment strategies which capture alternative risk premia or monetize market inefficiencies. Future Value Capital LLP was founded subsequently, in 2011, to offer these strategies to investors.

The fund aims to exploit alternative risk premias and market inefficiencies which are an attractive alternative to alpha, offering an innovative way of extracting systematic sources of return which are uncorrelated to traditional asset classes, ML Capital says.

The fund launched with $20m in seed capital and will be the first addition to MontLake in the macro space.

Cyril Delamare, CEO of ML Capital said the systematic macro strategy had been in high demand from investors since the launch of the UCITS platform three years ago.

The Dublin-regulated MontLake UCITS Platform was launched by ML Capital, a European fun......................

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. Other Voices: Hedge fund marketing and the selling cycle[more]

    By Bruce Frumerman. How long is the selling cycle now? That’s a question my financial communications and sales marketing consulting firm has been asked on a regular basis by hedge fund firm owners and sales people, ever since we opened the doors to our firm in 1987 pre-crash. Wa

  2. Investing - BlackRock targets ETF investors with flexible currency hedging, Nelson Peltz bets on General Electric Company and Mondelez International, Apple plummets to 4th place among hedge holdings, from No. 1, Top Q3 equity purchases and sales of top 50 hedge funds[more]

    BlackRock targets ETF investors with flexible currency hedging From BlackRock Inc., the world’s largest asset manager, is changing course on exchange-traded funds that protect against currency volatility. After stressing the easy switch between hedged and unhedged ET

  3. BlackRock is shutting down its Global Ascent macro fund[more]

    Komfie Manalo, Opalesque Asia: BlackRock, the world’s largest asset manager, has announced plans to shut down a macro fund, Global Ascent Fund, because of "headwinds facing the industry". The hedge fund, which makes bets on stock, bond and currency markets, will return money to investors. Ac

  4. Opalesque Roundtable: Seeding deal terms can be onerous for hedge funds[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Executives from fund of funds firms, family offices, a placement agent, a private equity firm, and an accounting firm gathered in Connecticut last month for the

  5. Opalesque Roundtable: Family offices flock to co-investment[more]

    Bailey McCann, Opalesque New York: Co-investments have been a hot topic for pension funds in recent years, as they try to move away from high fees and improve transparency. But now, family offices are more readily getting into the mix and establishing in-house deal teams, according to the delega