Launches & Closures

Lyxor adds IKOS strategy to alternative UCITS platform


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