Aquila preps higher-volatility model of Risk Parity quant offering

Tue Feb 28, 2012

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Harold Heuschmidt
Hamburg-headquartered Aquila Capital is preparing to launch a third fund version of its successful quantitative multi-asset strategy, AC Risk Parity, with a higher volatility target than the existing two funds.

The $5 billion firm is targeting an April launch for the AC Risk Parity 17 Vol Fund. The new UCITS-compliant fund will maintain 17% volatility, and is being developed in response to investor demand for a version that offers a higher level of risk and reward. The two fund versions currently offered by Aquila cap volatility at 7% and 12%.

Managed out of Zurich by head...

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