New York City
Verified
A specialised systematic trend following programme focused on markets CTAs trade less commonly. Markets traded are mostly OTC, building on Systematica’s experience in OTC trading and derivative pricing. Can potentially increase diversification as well as returns of an investor’s CTA portfolio. Fund launched on 1 October 2015 and manages $440 m. Research into superior momentum models, portfolio construction & risk management techniques. Broadening the trading style from pure trend to alternative systematic macro strategies. Increasing the set of markets traded from traditional futures and forward markets to liquid alternative markets.
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