Aquila adopts Kat system for new CTA strategy

Thu Sep 15, 2011

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Investors want commodity trading advisor strategies within the UCITS wrapper primarily because of the regulatory oversight, according to Dr Jan Auspurg from Aquila Capital.

Auspurg, fund manager for the Luxembourg-domiciled AC Spectrum Fund, which started trading on 11 May 2011, says Professor Harry Kat developed the diversified trading system that the fund uses over a number of years. Kat was director of the alternative investment research centre at...


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