Sinopac quant fund delivers amid volatility


The quant team running the Sinopac Multi Strategy Quant Fund stood out in the regional CTA space last year when it delivered a 36.45% return trading equity index and commodity futures.

The $23 million fund, which is ran by veteran ex-KGI Securities quant manager Gladys Lang, pursues a systematic, frequent trading strategy that proved suitable for the chaotic and volatile market environment of the last 18 months.

Year-to-date, it has delivered a 5.14% return after a robust 3.68% performance in May. Annualised return stands at 13.72% since its launch in October 2009.

The team is now looking to