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Former Deutsche manager unveils new stat arb strategy

March 20, 2012  

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GSB Podium Advisors has launched a global equity statistical arbitrage UCITS strategy – the GSB Equity Market Neutral Fund.

The strategy is a market neutral equity long/short fund and uses share price mean reversion and price momentum based trading across a universe of more than 3,000 stocks globally.

The portfolio is geographically diversified, with positions in the US,...

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