Arbitrage

SIG has chosen to partner with London based Aspect Capital and is seeking the sort of returns generated by Aspect’s Diversified Programme – the Company’s flagship investment strategy which caters primarily to large sophisticated institutional investors and has a 12 year plus track record.

Discus Fund, one of CFM flagship funds, posted 23 percent year-to-date positive returns as of october end, the best performance amongst all the global systematic funds. This is the confirmation the know-how of the French manager which has shown exceptional trackrecords for more than 10 years…

Anticipations on future monetary policy and risk aversion linked to systemic threats create investment opportunities on the yield curves of US and Euro bonds. However, those opportunities cannot be seized before two fundamental questions have been answered

The implementation of systematic overlays can be considered as an alternative to short-term rebalancing of hedge fund portfolios, or as an active component of alternative allocations.

The lesson to take from this price action is that the “decoupling” arguments should be treated with a healthy dose of scepticism, and any move into global recession would be damaging for the asset classes.