The strategy was launched in 2007; it currently manages $4,5 billion in assets.

The strategy was closed because it has grown to optimal capacity, according to Dr Ewan Kirk, CIO and founding partner of Cantab. �The strategy is currently at the optimal size for us to continue delivering attractive risk adjusted returns to our investors,� he said. �Our efforts are focused on sustaining the performance and continuing to produce the returns with limited correlation to other CTAs and asset classes.�

Based in Cambridge, England, the home of Cambridge University, Cantab prides itself on its ties to academia, applying the brainpower in its midst to systematic investing. The firm�s team consists of 37 employees, most of whom are fully dedicated to research and trading.

The CCP Quantitative Fund was launched nearly 6 years ago with just $30 million in assets under management. The strong growth of the firm is due to Cantab�s high-quality team, world class technology, robust high-performance models, state-of-the-art risk management, and high levels of liquidity and transparency.

Investor interest in the strategy is testament to Cantab�s ability to deliver alpha. The firm implements its investment strategy by constructing a portfolio of multiple models across three broadly uncorrelated sources of return and clusters of models � value, medium term momentum and short-term trading.

Dr. Kirk added: �We are extremely pleased with the continued support from our investors which, combined with the hard work and dedication of our team, has allowed us to reach this point.�

Press release

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