Aquantum, the systematic index provider set up in 2008 by
former Winton Capital man Thomas Morrow, is moving into asset
management with the launch of its first managed futures fund
scheduled for November.
The new CTA fund will be UCITS-compliant and will be managed
out of Munich, with Morrow and firm partner Moritz Seibert
jointly responsible for portfolio management and research.
The fund will be run according to the parameters of the
Aquantum Global Systematic (AGS) Program, one of two systematic
trading programs developed and managed by the firm.
The AGS Program combines pattern recognition, short-term
mean reversion, spread trading, statistical arbitrage and