Built to deliver a positive performance whatever the market trends of financial markets
Quantology Absolute Return
Quantitative Long/Short US Equity Fund - Market Neutral (+/-20%)
Fund's strategy is to detect new share price trends following quarterly earnings release. The fund takes systematic buying and selling positions following a price signal detected by our proprietary quantitative model.
The investment universe is made of US listed companies.
To deliver a regular positive performance uncorrelated to traditional financial assets with a target of outperforming the following index: EONIA capitalised + 100bps (high water mark).
EONIA (Euro Overnight Index Average) is calculated by The Centrale European Bank and is available on www.euribor.org.
Quantitative Long/Short European Equity Fund - Positive Biais (0%-50%)
The fund exploites several drivers of performance based on long and short signals (PEAD - Post Earnings Announcement Drift), premia strategies and dividend arbitrage. The net exposure can vary between 0% and 50% depending on signals resulting from the different strategies of the fund.
To deliver a performance less volatile than European stock markets with a target of outperforming the following index: 25% of Euro Stoxx 600 Total Return Index + 75% of capitalised EONIA (high water mark).
The performance of Euro Stoxx 600 Index is available on www.stoxx.com. EONIA (Euro Overnight Index Average) is calculated by The Centrale European Bank and is available on www.euribor.org.