Opalesque Industry Update - Quantmetrics Capital Management LLP has launched on 4th May a UCITS version of its successful Quantmetrics Multi Strategy Fund on the Alpha UCITS Platform. The strategy has returned on average +14.75% net p.a. over the last 9 years. Quantmetrics is a London based investment manager set up in 2003 by James Fowler and Dr. Mushtaq Shah. The investment strategy looks to predict investors' behaviour and flows on liquid equity index and government bond futures world-wide. The overall thesis is that many investors in financial futures have to operate under certain constraints and so their trades can be anticipated in certain circumstances when these constraints kick in. Circumstances where the behaviour of investors may be predicted are 1) recurring events or features impacting the mechanisms of financial futures such as government bond auctions, futures expiries and roll-overs, cash market open and closing times, the seasonality/time of the month etc. or 2) large price moves leading market participants to behave in a certain way. The Quantmetrics Multi Strategy UCITS implements about 60 investment models that aim at anticipating and exploiting the behavior of investors around such events. The strategy comes with an excellent 9 year track record and it has proven itself in many different market environment over these years. The strategy is an excellent diversifier in any portfolio. We believe it is a new and unique strategy in the UCITS space: Strategy Highlights:
- Strategy: "behaviourial quant", quant strategies looking to anticipate investors' behaviour and flows on financial futures. UCITS Highlights:
- UCITS launched on 4th May on Alpha UCITS Platform. |
Industry Updates
Alpha UCITS Platform launches Quantmetrics Multi Strategy UCITS Fund
Friday, May 29, 2015
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