Mon, Mar 27, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

CTA PJM Capital announces new 2X programme

Friday, December 03, 2010
Opalesque Industry Update - PJM Capital, the $250mm Washington, D.C. based quantitative CTA trend follower, has announced plans to launch a new 2X programme in January 2011. The new programme aims to take advantage of the comparatively lower levels of volatility demonstrated by PJM's existing programme in order to provide institutional investors with the opportunity to access a higher yielding profile.

Ahead of the launch, Signature Advisors (the single manager marketing division of Kenmar Global Investment Management (UK) Ltd, Kenmar’s wholly-owned and FSA registered marketing affiliate in the UK) has invited Dr. Peter Matthews, the Portfolio Manager and Founder of PJM Capital, to London to present his philosophy on investment markets to a number of selected institutional investors. Prior to establishing PJM Capital, Dr Matthews was a Founding Partner and the Chief Portfolio Strategist at Mint Investment Management Company (1984-2000), the first CTA to exceed USD $1bn in AUM in 1991, where he was responsible for creating their trading systems.

According to Mr Stephen Kingham, Managing Director and head of marketing at Signature Advisors, "We are delighted to be working with an industry pioneer in the managed futures space. PJM's state of the art risk management systems coupled with Peter Matthews’ unique Scientific Approach to Trading allows institutional investors to access to a 2X programme with a risk profile in line with the typical trend following programme but with the potential for comparatively greater upside returns".

The 2X programme is expected to be available via Kenmar's Institutional ClariTy Managed Account & Analytics Platform. The 2X programme has also been constructed to benefit from two liquidity points per month in addition to daily position transparency at the portfolio level. Corporate website: www.pjmcapital.com

- FG

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
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. Hedge fund liquidations in 2016 surpass 2009 levels, new launches decline[more]

    Benedicte Gravrand, Opalesque Geneva: Even as the hedge fund industry's total assets exceeded the $3tln milestone last year, hedge fund liquidations increased. So much so that 2016 had the highest number of liquidations since 2008, claims the latest HFR Market Microstructure Report, re

  2. Hedge funds find no joy in macro as returns lag Trump rally[more]

    From Gulfnews.com: In 2017, macro hedge funds were expected to shine. So far? Not so much. It's been a far from impressive first two months for funds that trade around macroeconomic events. Discretionary funds rose just 0.3 per cent through February, according to Hedge Fund Research Inc., while the

  3. Strategies - Billionaire investor Marc Lasry shares how he's playing markets right now, Classic models are failing FX hedge funds desperate for return[more]

    Billionaire investor Marc Lasry shares how he's playing markets right now From CNBC.com: Buy on the prospect of deregulation. Sell on the enactment of deregulation. That's the strategy that billionaire investor Marc Lasry is implementing, according to an interview with CNBC in Las Vegas

  4. Opalesque Exclusive: Aberdeen makes the case for the lower mid-market[more]

    Bailey McCann, Opalesque New York: Aberdeen Asset Management has released a new paper focused on lower mid-market private equity. According to the paper, this segment of the private equity market is gaining popularity with private equity investors that are looking for multiple expansion and less

  5. Hedge funds await outcome of French elections, feel pinch on lower oil prices & weak dollar[more]

    Komfie Manalo, Opalesque Asia: Hedge funds felt the pinch of lower oil prices and weak U.S. dollar as the Lyxor Hedge Fund Index was marginally down as of the week ending 14 March, Lyxor Asset Management said in its Weekly Briefing. The Lyxor He