IKOS is the second alternative manager to join the Lyxor Dimension UCITS Platform. Last year Lyxor announced its first partnership with London-based Old Mutual Asset Managers’ global statistical arbitrage strategy.
The Lyxor/IKOS Futures Strategy Index Fund offers access to a diversified managed futures strategy that applies a systematic quantitative global macro approach to trade highly liquid listed futures.
Elena Ambrosiadou from IKOS
The strategy combines the use of econometric factors, time-series analysis and market micro-structure models within an integrated risk management and systematic intra-day execution platform.
The Lyxor/IKOS Futures Strategy Index Fund specifically aims to generate absolute returns