Sun, May 28, 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. Investing - Tudor Jones backs AI hedge funds, Massive hedge fund trades highlight insider buying: GE, Pentair, Tempur Sealy, Apollo Global and more, Hedge funds big wigs are buying consumer and selling tech, here's the stocks[more]

    Tudor Jones backs AI hedge funds From FT.com: Hedge fund magnate Paul Tudor Jones has invested in a brace of artificial-intelligence powered "quantitative" hedge funds, underscoring the increasing acceptance that the industry will need to turn more to technology and away from traditional

  2. Soon hedge fund investors won't bet on a man, they will bet on a machine[more]

    From Forexlive.com: The Wall Street Journal is in the midst of a 17-part series that looks at the rise of quant funds. The AUM and money invested in quant funds still trails traditional asset managers but the gap is closing. What's truly amazing is volume. Quant funds make up 27% of trading vo

  3. Investing - China's HNA wants to invest in Value Partners, Risk parity investors reap rewards from rebalancing act, SoftBank's $100 billion tech fund rankles VCs as valuations soar[more]

    China's HNA wants to invest in Value Partners From Reuters.com: HNA Group has alighted on a logical, if pricey, target in Hong Kong. The deal-hungry Chinese travel conglomerate known for overpaying wants to invest in Value Partners, one of Asia's few sizeable independent asset managers,

  4. Opalesque Exclusive: Investors warm to ESG, but seek standardization[more]

    Bailey McCann, Opalesque New York: Asset managers and asset owners plan to double their investment in Environmental, Social and Governance (ESG) driven strategies over the next two years, according to a survey from BNP Paribas Securities Services. The report, "Great Expectations: ESG - what's nex

  5. Opalesque Roundtable: France's hidden strengths in AI and machine learning[more]

    Komfie Manalo, Opalesque Asia: All nations offer their strengths and weaknesses, but one that is undisputed is the quality of the French scientists, claimed Guillaume Vidal, co-founder of French technology startup Walnut Algorithms at the