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From Komfie Manalo, Opalesque Asia:

Arnaud Chretien, CIO and one of the founders of Paris-based investment management company Aequam Capital believes there is reward in managing risk. Citing that philosophy, Chretien said that his firm would continue to allocate dynamically gauging risk to respond to the challenging economic environment.

In an exclusive interview with Opalesque, Chretien said that the firm’s two quantitative funds (pure systematic) the flagship CTA Aequam Diversified (a French onshore contractual fund) and the Aequam Currencies (a French onshore UCITS compliance fund), returned mixed results in July and August. Aequam Capital is currently featured in Opalesque Solutions' Emerging Managers Database.

The Aequam Diversified Fund, a fully quantitative and systematic trend follower gained +1.55% in July and +1.35% as of August 26 this year (+6.35% YTD). The fund was -4.74% and -0.75% in May and June respectively.

"During July, the Aequam Diversified program achieved performance by going long interest rates instruments taking advantage of the bull movement in this sector while going short the US dollar against a basket of currencies and long of some commodities," Chretien said.

On the other hand, the Aequam Currencies, a fully systematic fund, suffered losses since May. The fund, which trade......................

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