03.10.2012 - Smaller is better says Aquantum, as it joins modelling club
Aquantum, the managed futures start-up in Munich says its computer-driven investment strategy will differ in a sector becoming too large for the markets. Computer-driven investment strategies proved their value in the disastrous markets of 2008, however since then many have become victims of their own success. Returns of 14% that year from managed futures funds understandably fuelled great interest in the sector, as hedge funds fell 19% and shares plunged over 40%. Allocators raided managed futures funds for cash that year due to their liquidity, leaving total assets flat despite the investment gains. But since then, assets have ballooned by 58% to $327bn, according to database Barclayhedge...............................................Full Article: Source
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