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Mean reversion
GSB Podium Advisors launches Ucits equity statistical arbitrage hedge fund
New York hedge fund manager GSB Podium Advisors, which runs around $200 million in managed accounts, is launching the global equity statistical arbitrage GSB Equity Market Neutral (Ucits) Fund.
Hedge Funds Review | 20 Mar 2012
Systematic Alpha plans multi-strategy futures fund
Systematic Alpha is combining four hedge fund strategies to create a multi-strategy fund. It is confident of its ability to generate positive performance despite its main fund suffering this year.
Hedge Funds Review | 16 Dec 2011
Black-Scholes creator predicts 'golden age' for quantitative modelling
Quantitative analyst and co-creator of the Black-Scholes option pricing formula Myron Scholes sees a bright future for mathematical finance as it tackles problems thrown up by the financial crisis.
Hedge Funds Review | 25 Aug 2011
Wermuth set to launch Russia quant fund
Wermuth Asset Management is preparing to launch one of the first quant funds investing in Russian equities.
Hedge Funds Review | 06 Jul 2011
Lyxor Epsilon Managed Futures Fund: Lyxor Asset Management
Shortlist: Best managed futures hedge fund; Best directional hedge fund over three years; Best directional hedge fund over 10 years
Hedge Funds Review | 18 May 2011
Optimal portfolio selection in the presence of non-normally distributed asset returns
Research by Edhec shows that implementing hedge fund portfolio selection with higher-order moments can be achieved through suitable extensions of various statistical techniques.
Hedge Funds Review | 01 Dec 2010
CTA Systematic Alpha Management joins Deutsche Bank managed account platform
The Systematic Alpha Futures program managed by New York-based CTA Systematic Alpha Management (SAM) has been added to Deutsche Bank’s dbSelect managed account platform.
Hedge Funds Review | 27 Oct 2010
Ion Fund: Ion Asset Architecture
Best Managed Futures Hedge Fund: Winner
Hedge Funds Review | 20 May 2010
System addicts: a look at systematic trading
There has been a quiet revolution going on in the systematic managed futures business in recent years. The biggest players have gone beyond trend-following and embraced a multitude of different strategies......
Hedge Funds Review | 11 Jan 2010
Systematic Alpha plans January fund launch
Systematic Alpha Management (SAM) plans to launch a short-term trend-following managed futures program in January.
Hedge Funds Review | 21 Dec 2009
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