Quantmetrics Capital Management is to join Lyxor Asset Management’s AIFM managed account platform enabling Lyxor to launch its first AIFMD-compliant strategy on the 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.
Based in London, Quantmetrics was founded in 2003 by Dr Mushtaq Shah and James Fowler who have worked together in quantitative investment management for over 17 years. Quantmetrics is specialised in short term systematic strategies and the philosophy of the firm stems from the combination of strong academic background and market experience and the belief that alpha can be generated in different markets by identifying short term supply/demand imbalances.
In a context where the environment for CTAs has significantly improved in 2014, this strategy could appear as a powerful diversifier to deliver positive and uncorrelated returns to investors. James Fowler, Founder of Quantmetrics, says: “With the current environment, institutional investors are finding it difficult to source opportunities that can offer sustainable performance. Our strategies have been developed to generate returns across different market environments. This is especially so at times of crisis, where we believe our niche strategies can exploit short term opportunities in highly liquid futures. We are pleased that Lyxor has chosen to work 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 talent. Superior capabilities 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 decision criteria.
