Former Goldman Quant Head Launches Futures Fund

Jun 28 2007 | 12:00pm ET

U.K.-based quantitative shop Cantab Capital Partners recently launched the CCP Quantitative Fund, a macro futures vehicle. In its first three months of trading, the fund is up 2.97% and is currently managing some $40 million in assets.

CCP is a fully systematic fund, deploying algorithms to trade in most macro markets, including as foreign exchange, commodities, interest rates and other financial futures. The fund does not trade individual equities or bonds.

The Cantab team is headed by founder Ewan Kirk, who ran the 120-strong Goldman Sachs quantitative strategies group in Europe. Erich Schlaikjer is the firm’s chief technology officer, having also served as CTO in Goldman’s quantitative strategies group. Chief Operating Officer Chris Pugh rounds out Cantab’s management team. Prior to joining the firm last year, Pugh served as COO at KBC Alternative Investment Management.

The fund charges 2% for management and 20% for performance, with a $1 million minimum investment requirement. Managed account investors are required to pony up a heftier $20 million minimum.


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