Lyxor Asset Management has announced a new partnership with Quantmetrics Capital Management to join Lyxor’s AIFM managed account platform. With this partnership, Lyxor will launch the first AIFMD-compliant strategy on its platform.

Quantmetrics’ investment strategy will be a short-term CTA programme, invested in all asset classes, that seeks to combine behavioural insights with quantitative analysis to capture alpha. It aims to exploit small and temporary price discrepancies in financial markets in the US, Europe and Asia by pursuing short-term systematic trading of futures and spot FX positions.

In 2015, as the environment for CTAs has significantly improved, this strategy could be a strong diversifier to deliver positive and uncorrelated returns to investors. James Fowler, founder of Quantmetrics, commented: “With the current environment, institutional investors have difficulties to source opportunities that can offer sustainable performance. Our strategies have been developed to generate returns across different market environments. This is especially true during volatility peaks, where we believe our niche strategies can exploit short-term opportunities in highly liquid futures. We are pleased that Lyxor has chosen to partner with Quantmetrics, and we expect institutional investors’ portfolios to benefit from our strategy.”