Launches & Closures

Paris firm ABC Arbitrage rolls out high-frequency futures fund


David Hoey
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 single-strategy funds.

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