Quant Manager Aspect Capital Launches New Alternative Markets Fund

Nov 7 2017 | 9:43pm ET

Systematic investment manager Aspect Capital has debuted a new managed futures trend-following fund that will invest in non-traditional, hard-to-access markets. 

The new fund, named the Aspect Alternative Markets Fund, will engage such things as credit indices, emerging markets currency forwards, and European electricity futures, according to a statement. Domiciled in the Cayman Islands, the new fund identifies and sources opportunities from directional price trends across more than 160 markets through swaps, ETFs, forward contracts and futures. 

The fund began trading internal capital last week, the company said, and is limited $1 billion in AUM. It should provide returns uncorrelated to traditional asset classes and reduced correlation to traditional systematic trend following strategies operating in major liquid futures markets, Aspect added. It targets an annualized volatility of 12-15%. 

London-based Aspect Capital was founded in 1997 by former AHL executives Todd, Martin Lueck, Michael Adam and Eugene Lambert. The company applies a systematic and quantitative approach to investment management and currently manages $7 billion primarily invested in the Aspect Diversified Program via a series of fund and client-specific managed account vehicles.

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