Paris-based systematic firm ABC Arbitrage has taken the next
step in its ongoing plan to carve out its proprietary trading
strategies as pooled client funds.
The firm launched its fifth single-strategy fund, ABCA
Inference, on 1 June with around $45 million – the
majority of which has come via ABC Arbitrage’s
multi-strategy vehicle that allocates dynamically to the
ABCA Inference trades only highly-liquid futures contracts,
and seeks to capture short-term pricing trends that may last
for only a day or so. The fund employs a directional and highly
process-driven systematic approach to investing intra-day
across the most liquid contracts globally.