ML Capital Launches New Systematic Absolute Return Fund

May 18 2017 | 10:17pm ET

ML Capital has launched a new UCITS-compliant systematic absolute return fund in partnership with New York-based quantitative alternative asset manager Conquest Capital.

The new fund--Conquest Star UCITS fund--is based in Dublin and hosted on the Montlake UCITS platform, the company said in statement. It was launched in partnership with hedge fund advisory and seeding firm Genesis Advisors.

Conquest STAR is an all-weather, pure alpha, short-term systematic trading strategy, the statement explained. It has been designed to capture independent alpha from short-term trading opportunities regardless of the risk environment in both risk-seeking and risk-averse regimes via four sub-strategies employing dozens of models to dynamically allocate risk based on the company’s proprietary Conquest Risk Aversion Index. The fund typically trades liquid markets including equity indices, fixed income & G10 currencies, across a diversified set of geographies and timeframes. 

“Conquest STAR is a strategy that is the culmination of our best ideas.17 years of research on identifying sources of alpha versus beta and understanding the risk environment have enabled us to design a strategy that is a pure alpha, all-weather offering,” said Marc Malek, founder of Conquest Capital, in the statement. 

“We are excited that the team at Conquest have selected the MontLake Platform to launch their first systematic absolute return UCITS regulated fund," added Cyril Delamare, CEO of ML Capital. “We believe that the fund’s low correlation to traditional, hedge fund and CTA portfolios will be of particular interest to investors in today’s market." 

ML Capital’s MontLake UCITS Platform, with 22 funds, is an independent platform for UCITS vehicles providing investors with access to a range of liquid, transparent and regulated investment products domiciled in Dublin. Founded in 2009, the company specializes in a range of alternative and traditional investment solutions for a global client base, with more than $3.2 billion of assets under management as of March 31, 3017 across a suite of products.

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