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Cantab launches quants-based macro fund to wider market

by James Phillipps on Jan 23, 2013 at 11:50

Cantab launches quants-based macro fund to wider market

Cantab Capital Partners has launched a new systematic global macro fund.

The CCP Core Macro fund has been structured as a feeder fund into the underlying Cayman-domiciled master fund and is designed to provide returns that are uncorrelated to bond and equity risk with daily liquidity.

Cantab, which runs $4.7 billion in quantitative strategies, invests across a broad range of asset classes using its proprietary trading systems.

Many managed futures fund have struggled since the financial crisis, but Cantab’s core strategy was up by over 10% last year.

CCP Core Macro has both sterling and dollar share classes with minimum investment of $1 million, although investors stumping up $50 million will have a reduced charging structure of 0.5% annually with a 10% performance fee, instead of the traditional 2 and 20.

Cantab founding partner and chief investment officer Ewan Kirk said: ‘We have seen more and more institutions investing in systematic macro as it is perhaps the only liquid investment style that exhibits negligible correlation to equity and bond markets over time.’

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