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Laxman Pai, Opalesque Asia: Quantitative hedge fund and CTA pioneer Aspect Capital has unveiled a new systematic momentum-based investment strategy focused on Chinese financial and commodities futures.
A press release from the global systematic investment manager said that the Aspect China Diversified Programme is launched with more than USD100 million in external capital.
"The strategy applies a systematic momentum-based investment strategy and is designed to provide global institutional investors with access to Chinese financial and commodity futures," said the release.
According to the release, the strategy applies Aspect's systematic medium-term trend-following models to over 40 onshore Chinese futures markets across 6 different asset classes: agricultural, bonds, energies, industrials, metals, and stock indices.
"The models have been enhanced through research to exploit the idiosyncratic effects of the Chinese futures markets and seek to identify and exploit directional moves in these markets," the release added.
Aspect aims to capitalize on growing investor demand for new opportunities in China, and diversified and uncorrelated returns, and will tap into its extensive decade-plus research into the country's markets. The firm has also been accessing onshore Chinese futures markets in conjunction with an onshore partner since 2016.
Anthony Todd, Chief Executive Officer, said: "With uncertainty over the sustainability of current equity market va...................... To view our full article Click here
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