Cambridge, England-based Cantab Capital Partners, an alternative investment company, is preparing to launch the Cantab Quantitative UCITS Fund.
Cantab’s offshore CCP Quantitative Fund, launched in March 2007, has posted an annualized return of 13.3% from inception to date, boasting a low correlation to both equities and the hedge fund universe in general. Cantab’s assets now stand at over $1 billion.
According to CEO Dr Ewan Kirk, Cantab’s alpha generation comes from “a basket of sophisticated and robust statistical models.” Kirk says the return stream is highly diversified, using many individual models and over 250 sub-models across a range of timescales to “harvest medium term momentum, value orientated and short-term returns.”
Cantab trades over 60 macro markets worldwide and expects “significant” demand for the UCIT III-compliant vehicle.
Cantab is launching the Cantab Quantitative UCITS Fund on Matrix Group’s platform and expects to open in January 2011.