This post is also available in: 
Français
Quantmetrics’ investment strategy will be a short-term CTA (Commodity Trading Advisors) 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 a context where the environment for CTAs has significantly improved in 2014, this strategy could
appear as a strong diversifier to deliver positive and uncorrelated returns to investors.
James Fowler,
Founder of Quantmetrics, commented: “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 talent. Superior capabilities in hedge fund
selection, portfolio construction and risk management, combined with a high level of customization in
terms of transparency or liquidity provide value to investors and address their key decision criteria.
Add Comment