Ex-Winton scientist Morrow’s Aquantum eyes November launch for managed futures debut

Fri Sep 21, 2012



Moritz Seibert
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 trend-following strategies....

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