Sign up for free newsletter

 

Lyxor Asset Management has launched the Lyxor/Tudor Momentum Fund, which replicates the trend following component of the Tudor Tensor quantitative managed futures programme.

The Lyxor managed account platform responds to investors’ key decision criteria: transparency, risk control and liquidity.

Tudor Momentum Portfolio is comprised of the four trend following systems traded in the Tudor Tensor Portfolio. Steve Evans, a Tudor managing director and partner, oversees the systems group at Tudor and is the portfolio manager for the Tudor Tensor Portfolio and Tudor Momentum Portfolio.

These systems use a variety of rules to identify trending markets across more than 70 instruments and have medium to long-term holding periods from several weeks to several months. The systems base their investment decisions on a variety of algorithms that analyse historical prices and other data to identify trends or predict future price direction. The systems will trade both long and short on a global basis futures contracts, including futures contracts on commodities, interest rates, currencies, broad-based security indices, US government securities and certain foreign government securities, and spot foreign currency contracts.


Subscribe to free daily newsletter
latestjobs
Tier 1 US Bank - Emerging Markets Trader

Tue, 31 Mar 2015 00:00:00 GMT

Web Developer

Tue, 31 Mar 2015 00:00:00 GMT

Senior Sales – Leading Global Macro Policy Intelligence Provider – New York

Tue, 31 Mar 2015 00:00:00 GMT

events
4 days 17 hours from now - New Jersey
1 week 1 day from now - Zurich
1 week 4 days from now - New York
1 week 4 days from now - San Francisco
specialreports