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Alternative Market Briefing

Quant hedge fund Aspect Capital launches UCITS Core Diversified strategy

Thursday, July 22, 2021

Laxman Pai, Opalesque Asia:

Systematic hedge fund and CTA Aspect Capital has unveiled a new daily-liquid UCITS-compliant version of its Aspect Core Diversified Programme (ACDP), a medium-term quantitative trend-following strategy.

It is designed to provide institutional investors with access to ACDP via a daily-liquid, UCITS-compliant investment vehicle, said a press release from the London-based systematic investment manager.

ACDP deploys a systematic trend-following strategy, seeking to generate alpha from the capture of medium-term trend opportunities across over 100 highly liquid financial and commodity markets. Launched in 2014, the Programme currently has assets of over USD1.5bn and a track record of producing diversifying returns for investors.

The new UCITS version rolls out with more than USD40 million of external capital and has a target volatility of 12 percent.

The new vehicle has been authorized by the Central Bank of Ireland and will be independently administered by US Bank Global Fund Services (Ireland) Limited. Targeting 12% volatility, it has daily liquidity and, initially, USD, Euro, GBP, and JPY share classes.

Commenting on the launch, Rosie Reynolds, Chief Commercial Officer said: "With uncertainty over the sustainability of current equity market valuations, declining bond yields, and the looming threat of inflation, investors are increasingly seeking diversifying, uncorrelated yet liquid investment solutions to add balance to thei......................

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