Launches & Closures

Quantica innovates with EM managed futures programme

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Switzerland-based quantitative fund management firm Quantica Capital has launched a unique managed futures strategy that systematically trades futures and forwards with a primary focus on emerging markets.

The programme has started as a managed account for Spinnaker Capital, the $6 billion emerging markets hedge fund.

The new Quantica Emerging Markets Managed Futures programme launched in January with $50 million in assets. Quantica started developing the strategy - which is a medium-term, trend-following managed futures fund - in mid-2008.

The programme trades four different asset classes: equity indices, currencies, emerging market-related commodities and a hedging module that trades futures tied