Cantab Quantitative UCITS Fund
Investment Objective
The Cantab Quantitative UCITS Fund aims to provide long term capital growth through exposure to the Cantab Quantitative Programme, which comprises the Cantab Systematic Futures Index. This index provides exposure to futures on equity indices, bonds, interest rates and commodities, along with FX positions.
Key Points
Aims to replicate Cantab's fully systematic global macro investment strategy
Will deploy the same models to create a portfolio broadly identical to Cantab's offshore CCP Aristachus share class adapted to comply with UCITS regulation and constraints
Provides returns linked to the performance of the Cantab Systematic Futures Index combined with FX positions via a total return swap
Investment Team
Cantab Capital Partners LLP is a systematic global macro manager based in Cambridge, UK with $1.7 billion AUM (September 2011)
Founded in 2006, the team consists of 30 employees, 17 of whom are fully dedicated to research and development
Cantab is authorised and regulated by the FSA, is a member of the national futures association and is registered as a CTA
Click here for more information on Cantab Capital Partners LLP.
Fund Structure
The Fund is managed by Matrix Money Management, which has appointed Cantab Capital Partners LLP as Sub-Investment Manager.
The Fund is a sub-fund of Matrix UCITS Funds plc, an Irish domiciled and regulated company.
Click here for a Fund structure diagram.
Further Information
Telephone - 020 3206 7222
Email - UCITS@matrixgroup.co.uk
