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Lwg4101
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Joined: December 4th, 2003, 9:55 am

systematic funds

May 14th, 2004, 1:45 pm

Does anyone have any views on systematic funds in Europe - I'm looking at the overall market for a US fund that wants to break in; we're concentrating on Aspect, DPFM, CQS, Ikos, Modal, Bluecrest etc. Can anyone suggest any others that have done particularly well? Both equity and FI.
 
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JohnJackson
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systematic funds

May 14th, 2004, 1:52 pm

What exactly are you looking to find out about these funds?
Last edited by JohnJackson on May 13th, 2004, 10:00 pm, edited 1 time in total.
 
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daveangel
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Joined: October 20th, 2003, 4:05 pm

systematic funds

May 14th, 2004, 2:03 pm

i think you have a funds mixed up... I would look at Aspect, Quadriga and Winton Capital separately from CQS and Bluecrest (I think they are discretionary anyway). CQS is quantitative and more derivative based.
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JohnJackson
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systematic funds

May 14th, 2004, 2:14 pm

Dave Angel is certainly right about CQS, Re Bluecrest I was always under the impression they were running some systematic IR strategies.Good luck finding out info on DPFM - They are pretty secrative, also im not sure if they are entirely systematic across all of their strategies.Would be interested to hear views on Aspect and IKOS, I hear Aspect are an outstanding company to work for and that the business as a whole is well managed. IKOS have the novelty of their research team being based down in Brighton (I wonder if they get paid London £ too).
 
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Lwg4101
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systematic funds

May 14th, 2004, 2:49 pm

CQS is mike Hintzes' business (ex CSFB) - they are part discretionary but they also run some systematic strategies - Ikos is v good - the Brighton thing is a strange one, but if it works...we are looking to build up a systematic group in Europe for our client - they are a v big shop, but want to take an in depth look at the market before they jump in. basically just interested to hear of any new funds that are doing good things in the area - our client is big enough to buy the whole business if it appeals. I agree on Bluecrest - I'm sure they have a lot of systematic FI stuff. Don't know Quadriga...Aspect is a good business.
 
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afortiori
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systematic funds

February 24th, 2009, 2:23 pm

QuoteOriginally posted by: daveangeli think you have a funds mixed up... I would look at Aspect, Quadriga and Winton Capital separately from CQS and Bluecrest (I think they are discretionary anyway). CQS is quantitative and more derivative based.Hi daveangelFrom your point of view, what group Citadel and AHL belong to?
 
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pb273
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Joined: July 14th, 2002, 3:00 am

systematic funds

February 26th, 2009, 3:15 am

Bluecrest has separate systematic and discretionary futures funds. they also have a tiny equity market neutral fund.