Barclays Capital launches a UCITS compliant hedge fund replicator fund
Wed Oct 20, 2010
Investment bank Barclays Capital has launched a Luxembourg-domiciled hedge fund replicator fund which is UCITS III compliant.
The fund is designed to offer investors exposure to
performance of the hedge fund industry through the investment
bank's Long Barclays Alternative Replicator Index. The
replication model was designed by the quantitative portfolio
strategies team within BarCap.
The index benefits from several innovations like the use of
options to capture the non-linear profile of hedge fund
returns. The fund...
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