Continual and innovative research is the key for a firm led by former Goldman partners
Cantab Capital Partners, the new Cambridge-based quantitative firm headed by former long-time Goldman Sachs partner Ewan Kirk, has made a steady start with its CCP Quantitative Fund in a topsy-turvy year for systematic trading.
The fund is up by a little over 2% since its March launch. It made money in its first month, when virtually all CTAs were down, and has so far produced a performance profile very close to its back-tested model.
The record so far is also, as planned, largely uncorrelated to CTAs - bearing out the firm's view...