Wed, 21/05/2014 - 10:04
AMP Capital has launched an Asia quant fund, which takes the quantitative investment technique it has used in Australia and applies it to a selection of rapidly developing Asian markets.
The AMP Capital Asia Quant Fund, which is market neutral, has been launched with USD25 million in assets under management.
During market testing, the fund has established a two-year track record of long/short investing in Hong Kong, Singapore, Taiwan and South Korea, which is combined with AMP Capital’s 20 years of quantitative investing in Australia.
The fund’s investible universe comprises more than 800 stocks across the five countries. It will be managed by the team that runs AMP Capital’s Australian multi-strategy funds. The team has a track record of more than 15 years and manages more than USD14 billion across a range of strategies such as value, active quant, enhanced index and long/short.
AMP Capital co-head multi strategy equity funds Mark McClatchey says: “AMP Capital’s point of difference is that we combine the quant technique of seeking alpha from long-standing behavioural biases with fundamental insights. This hybrid approach allows us to capture the returns from value and momentum signals but we also take into account the stock-specific risks that traditional quant investors tend to overlook. This approach delivers the best risk-adjusted outcomes for our investors.
“The AMP Capital Asia Quant Fund will appeal to institutional investors such as family offices, pension funds and sovereign wealth funds that want access to the alpha available in Asian markets. These sophisticated investors favour quantitative returns because they tend to be consistent, repeatable and risk-controlled. They will also like the diversification of returns offered by our fund, which is market neutral and therefore delivers pure alpha, compared to long-only Asian portfolios. Importantly the returns of the fund are sourced from the behavioural biases in the market and represent a good diversification to more fundamentally-based investing.”
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