Wed, Apr 1, 2015
A A A
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

amb
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: Does the hedge fund industry benefit society?[more]

    This article was authored by Don Steinbrugge, Chairman of Agecroft Partners, a US-based global consulting and third party marketing firm for hedge funds. It is no secret that the hedge fund industry is viewed negatively by a la

  2. Private credit comes into focus for investors[more]

    Bailey McCann, Opalesque New York: As investors look for a way out of the low yield/no yield environment, private credit is becoming an increasingly attractive asset class, according to a white paper from Bayshore Capital Advisors. Private credit has grown steadily since the financial crisis as

  3. Other Voices: The role of diversification in CTA portfolios[more]

    2014 brought a resurgence of managed futures strategies, or CTAs, which performed very well as a whole, outperforming all other hedge fund strategies. However, a closer look reveals that there was a wide range of performance, or return dispersion, across managers. The bottom line? Not all CTAs

  4. Neuberger Berman unit buys 20% stake in activist hedge fund Jana Partners for $2bn[more]

    Komfie Manalo, Opalesque Asia: Neuberger Berman’s unit Dyal Capital Partners bought a 20% stake in activist hedge fund firm Jana Partners worth $2bn, WSJ.com reports. The deal comes as activi

  5. Hedge fund launches fall again, $1bn funds found to outperform even smaller hedge funds[more]

    Komfie Manalo, Opalesque Asia: The number of new hedge fund launches fell again in 2014, the third consecutive year of decline, while fund liquidations saw their first drop since 2010, according to the latest HFR Market Microstructure Industry Report released by industry data provider HFR. Acc

 

banner