Man Systematic Strategies, the fast-growing specialist
quantitative investment management division of Man Group, has
teamed up with Nomura to launch a novel systematic trading fund
targeting the fixed-income markets.
The new Nomura Man Systematic Fixed Income Fund aims to
provide investors with an alternative approach to investing in
fixed-income markets in the current low interest rate
environment – targeting double-digit annual returns
and offering investors daily liquidity.
The underlying strategy, managed by the Man Systematic
Strategies team led by Sandy Rattray, seeks to capture largely
directional opportunities in emerging and developed swap,
futures and FX markets.
It trades a balanced portfolio of 50 markets, based on
around 300 systematic trading signals partly developed...