Aquantum Readies UCITS Turn

Aug 27 2012 | 1:42pm ET

Hedge fund Aquantum, led by Winton Capital Management's former senior scientist, will launch its first UCITS-compliant fund later this year.

The index provider and commodity hedge fund shop will launch an asset management business in Munich, Germany. The new unit's first order of business will be the creation of the UCITS fund, expected in the fourth quarter.

The new fund will be a quantitative multi-strategy vehicle investing in almost 50 futures markets, although it will exclude commodities, Financial News reports.

"We know that markets are not fully efficient, which means consistent arbitrage opportunities exist," founder Thomas Morrow told FN. "However, many existing quantitative systems are prone to weaknesses, especially when the size of investments in those systems rises to high levels."

Morrow founder Aquantum in 2008 after leaving Winton.


In Depth

Q&A: Brevan Howard’s Charlotte Valeur Talks Strategy

Sep 18 2014 | 11:18am ET

Charlotte Valeur chairs the board of Brevan Howard Credit Catalysts, an LSE listed...

Lifestyle

Hedgies Rock Out For Children's Charity

Sep 15 2014 | 8:40am ET

It's that time of year again—when hedgies trade in their spreadsheets for guitars...

Guest Contributor

Volkered: How Financial Sector Reforms are Creating Opportunities for Hedge Funds

Sep 16 2014 | 11:28am ET

New regulations have dramatically curtailed proprietary trading activity in investment...

 

Editor's Note

    Get A Sneak Peak Of The Alpha Pages

    Aug 25 2014 | 11:21am ET

    As many of you know, FINalternatives was recently acquired by the owners of Futures magazine, a firm called The Alpha Pages LLC. Today marks the soft-launch of a new sister site for both publications. As its name suggests, The Alpha Pages will cover all types of alternative investments, going far beyond the more well-known ones such as hedge funds and private equity. Read more…

 

Futures Magazine

September 2014 Cover

The London Whale: Rogue risk management

Credit default swaps brought down the London Whale and cost JPMorgan $6.2 billion. Here is how it happened.

The Alpha Pages

TAP July/August 2014 Cover

The Alpha Pages Interview: Senator Rand Paul

Senator Paul sat down in the debut series of the Alpha Pages Interview to discuss the broken tax code, regulation surrounding Bitcoin, and his plans for the 2016 Presidential election.