Former Morgan Stanley banker Gianluca Lobefalo has gone live with his new QW European Equity Market Neutral Fund, a non-discretionary and top-down stat arb strategy based on same-sector pairs trading in the most liquid European stocks.
QW - standing for Quantitative Wisdom - trades only in the largest-cap members of the DJ EuroStoxx 600 universe, deploying a diversified portfolio of around 50-100 pairs with different...