Sydney, Australia
The team is a lift out from GMO’s Systematic Global Macro team (US$7bn AUM, 0.8 Sharpe Ratio over 10 years) and consists of four former team members: Craig Louis (former Head of Research), Andrew Thompson (former Portfolio Manager/Quantitative Strategist), Karl Kruszelnicki (former Quant Researcher) and Jason Phung (former Quant Researcher). After a 6 month build the firm started running live money from Nov 1st (Australian Unit Trust) and are launching a Cayman vehicle next month.
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