Cantab Capital Partners, the systematic global macro manager, has closed its flagship CCP Quantitative strategy to new investors.
The strategy was launched in 2007; it currently manages USD4.5bn in assets.
Ewan Kirk, chief investment officer and founding partner of Cantab, says: “The strategy is currently at the optimal size for us to continue delivering attractive risk adjusted returns to our investors,’ he said. ‘Our efforts are focused on sustaining the performance and continuing to produce the returns with limited correlation to other CTAs and asset classes.”
The CCP Quantitative Fund was launched nearly six years ago with just USD30m in assets under management.
The firm implements its investment strategy by constructing a portfolio of multiple models across three broadly uncorrelated sources of return and clusters of models – value, medium term momentum and short-term trading.