Roxbury Cap. Launches Market-Neutral Hedge Fund

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.


In Depth

Will Liquid Alts’ Performance Sustain Future Asset Flows?

Aug 25 2014 | 10:34am ET

Liquid alternative investment funds saw the highest percentage of capital inflows...

Lifestyle

Och Funds Women In Finance Initiative At U-M

Aug 28 2014 | 3:01pm ET

Och-Ziff Capital founder Daniel Och and his wife have made a "generous donation"...

Guest Contributor

Looking Ahead: What’s In Store For Managed Futures?

Aug 22 2014 | 12:52pm ET

The last five years were phenomenal for investors in equity indices. Will the next...

 

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

July/August 2014 Cover

The time was right

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 ...

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.