Thursday, 28 August 2014
Last updated 4 hours ago
Jul 28 2008 | 2:00am ET
Santa Monica, Calif.-based Roxbury Capital Management has launched its second hedge fund to complement its maiden long/short offering, which it unveiled in September.
The $3 billion asset management firm in May launched the RQS Market Neutral Fund, which invests in a beta-neutral portfolio of long and short equity securities identified through the firm’s proprietary quantitative screening process, according to a fund factsheet. The fund will typically own approximately 200 equal-weighted long positions and 100 equal-weighted shorts with no market capitalization restrictions on the long side. Stocks sold short must have a minimum $1 billion market capitalization.
A call made to the firm for further information was not returned before press time.
Roxbury launched its first hedge fund, the RQS Migration Fund, with $5.4 million in assets. Jon Foust, head of marketing and client service, told FINalternatives that the fund is agnostic to capitalization, growth, value or sectors and uses a behavioral, quantitative model to predict demand shocks in stocks, which tend to be driven by analysts’ information.
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…
Commodities/Futures magazine launched at the precipice of a revolution in the futures industry—really a revolution in the idea of risk management—that would move it from a small niche industry to ...