The strategy aims to benefit from market volatility and momentum while securing returns in flat markets with an investment process that combines momentum, carry and risk balancing.
Aquila Capital, the alternative investment company, is launching a next generation CTA UCITS compliant-fund that will be managed by its Systematic Trading Group. The AC-Adaptive Trends Fund (the ‘Fund’) combines various investment strategies such as momentum and carry with an innovative risk-balancing portfolio construction method allowing it to implement long and short positions. This combination enables the strategy to benefit from market momentum and volatility whilst profiting in less-trending markets, which differentiates the strategy from most other CTAs.
The Fund aims to generate positive performance in most market conditions by investing in global futures contracts across equities, bonds, commodities and currencies, enabling a broad diversification of the strategy. The Fund has started with over EUR 30 million in assets under management.
Compared to more traditional CTAs, the strategy is designed to be more responsive in respect of trend-changing environments due to its portfolio construction methodology as well as its unique insights, leveraging the team`s experience and knowledge in artificial intelligence, econometrics, mathematics and theoretical physics.
The Systematic Trading Group includes Urs Schubiger, Fabian Dori and Dr. Egon Ruetsche. The team joined Aquila Capital in early 2017. Together, they have more than 30 years of combined research and portfolio management experience in managed futures and quantitative equity strategies. Their expertise has already gained recognition in the German Finanzen Verlag’s 2018 Fund Awards, in which the AC-Adaptive Diversification 12 Fund EUR B was ranked number three in the Absolute Return Strategies category for its performance in 2017.
Urs Schubiger, Member of the Systematic Trading Group, comments:
“There is strong demand from investors for liquid yet diversifying strategies. We believe that now is an excellent time to launch our AC-Adaptive Trends Strategy because of the high degree of uncertainty and renewed volatility in global financial markets.”
Manfred Schraepler, Head of Financial Assets and Liquid Private Markets, continues:
“We are delighted to offer our investors access to a team with a strong pedigree and an innovative CTA UCITS-compliant fund, which will be a cornerstone of our growing offering of liquid alternative investment strategies.”
About Aquila Capital
Established in 2001, Aquila Capital is committed to provide institutional investors worldwide with alternative investment solutions in real assets, financial and private markets. Applying a multi-disciplinary investment approach, Aquila Capital’s range of alternative investments is managed by dedicated specialists in their respective asset classes and underpinned by an infrastructure that combines strong operations, stringent corporate governance and a successful track record. Aquila Capital has been dedicated to develop alternative investment solutions since its establishment. Over 200 professionals across eight offices globally are working across the whole value chain of alternative investments to generate stable, positive returns for investors.