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Philip King From Precy Dumlao, Opalesque Asia:
Sydney, Australia-based Regal Fund Management has completed the launch of Regal Asian Pearl Fund, an Asian market neutral fund to take advantage of quant opportunities in the region.
In an email sent to Opalesque, Karen Grundy, Investor Relations Officer at Regal Fund said Regal Pearl was launched last month as "Asia is a fertile ground for the well equipped quant investor."
"Historically, Asia has seen limited interest in quant investing because of a limited universe, inadequate data and market microstructure issues," the firm said in its fund overview.
Amongst the strategies to be used by the new fund are quantitative and fundamental approach to determine a group of stocks; proprietary mathematical models to analyze price and volume of data inputs to determine which stocks will exhibit price reversion and/or momentum; consistent evaluation of strategies from processing to trade direct to market; open to trading a single name several times a day rather than hundreds making latency less important; and small drawdowns and an environment of average profitability.
Regal Asian Quantitative Strategy up +1.37% in February (+1.54 YTD)
In other company news, the firm’s Regal Asian Quantitative Strategy gained +1.37% in February (1.54% YTD).
In their communication to investors, Regal Fund founders Andrew and Philip King said that the strong gain w...................... To view our full article Click here
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