Quantmetrics Capital Management is to join Lyxor’s AIFM MAP launching the first AIFMD-compliant strategy on the managed account platform.
Quantmetrics’ investment strategy will be a short-term CTA program invested in all asset classes that seeks to combine behavioural insights with quantitative analysis to capture alpha. It aims to exploit small and temporary price discrepancies in financial markets in the US, Europe and Asia by pursuing a short-term systematic trading of futures and spot FX positions.
In 2015, as the environment for CTAs has significantly improved, this strategy could be a strong diversifier to deliver positive and uncorrelated returns to investors. James Fowler, Founder of Quantmetrics, says: “With the current environment, institutional investors have difficulties to source opportunities that can offer sustainable performance. Our strategies have been developed to generate returns across different market environments. This is especially true during volatility peaks, where we believe our niche strategies can exploit short term opportunities in highly liquid futures. We are pleased that Lyxor has chosen to partner with Quantmetrics, and we expect institutional investors’ portfolios to benefit from our strategy.”
With over 80 managers running a diverse range of alternative strategies, Lyxor’s Managed Account Platform gives access to a broad universe of best-in-class talents. Leading experience in hedge fund selection, portfolio construction and risk management, combined with a high level of customisation in terms of transparency or liquidity provide value to investors and address their key investment objectives.
