ABC arbitrage Asset Management offers quantitative trading strategies through funds, harnessing sophisticated technology to achieve superior risk-adjusted returns.
The firm manages assets for some of the largest institutional investors globally.
We conduct scientific analysis to find niche trading opportunities across liquid markets.
We use a systematic framework to develop strategies that focus on short and medium term horizons.
We design strategies which look to mitigate drawdowns while being uncorrelated to traditional markets.
ABCA
Opportunities Fund
Launched in October 2015
A quantitative, multi-strategy fund that generates liquid uncorrelated returns and seeks to balance risk across: Statistical Arbitrage, Event Driven and Systematic Futures. Overall, the Fund generates a wide range of alpha delivering consistent performance in all markets, with a focus on low capacity trading ideas.
- Universe: Equities / Global Futures
#Quantitative #AllWeather #MultiStrategy
- Minimum investment: 1 million EUR
ABCA Opportunities Fund is an Alternative Investment Fund (AIF) domiciled in Dublin and is only offered to professional, qualified or accredited investors.
ABCA
Reversion Fund
Launched in May 2010
A short term relative value strategy on futures that is built to thrive when volatility is high, providing defensive protection against major assets such as equities as well as other hedge fund strategies.
The fund deploys signals based on mean reversion on equity indices and term structure trading on volatility and commodities markets.
- Universe: Global Futures
#MarketNeutral #RelativeValue #MidFrequency
- Minimum investment: 1 million EUR
ABCA Reversion Fund is an Alternative Investment Fund (AIF) domiciled in Dublin and is only offered to professional, qualified or accredited investors.
Warning!
Our company’s identity has been fraudulently used for solicitation purposes. We remind you that ABC arbitrage Asset Management only addresses professional investors. If you have been or are contacted by individuals other than your usual representatives, please inform us and report it to the AMF: www.amf-france.org/
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ABC arbitrage Asset Management, as a portfolio management company, has signed the United Nations-supported Principles for Responsible Investment (UNPRI). This voluntary commitment reflects the company’s willingness to contribute, at its level, to the promotion of a more sustainable financial system by integrating Environmental, Social, and Governance (ESG) considerations into its internal strategic reflections.
As part of this approach, ABC arbitrage Asset Management has published a Responsible Investment Policy at the entity level, detailing the resources, governance, and actions implemented to progressively integrate ESG issues into its internal processes. This policy is part of a continuous improvement effort.
Open Responsible Investment policy.
Important:
Pursuant to Article 4(1)(b) of Regulation (EU) 2019/2088, known as SFDR, ABAM declares that it does not currently take into account the principal adverse impacts (PAI) of its investment decisions on sustainability factors, due to the nature of its activities and its size. This position may be reassessed in the future. The funds managed by ABC arbitrage Asset Management are classified as Article 6 under the SFDR Regulation and, by definition, do not have sustainability objectives. Sustainability risks are not systematically integrated into the investment decision-making process. The underlying investments of the funds do not take into account environmentally sustainable criteria within the meaning of Regulation (EU) 2020/852 (the European Taxonomy).
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