Wermuth Leveraged Quant

Eastern Europe Strategy IC

Fund Investment Objectives

This systematic investment strategy applies a long-biased, trend-following equity long/short model with value investing inputs, focusing on Eastern European / Russian equities. The proprietary software allows fully automated trade execution at high speed and eliminates the possibility of human error. The eligible universe of stocks is regularly reviewed with a liquidity screen and also uses the company's research capacity for value investing inputs. The combination of long and short strategies with an expected net exposure range of minus 60% to plus 200% allows the strategy to benefit from both rising and falling markets. The strategy is diversified among numerous long/short sub-strategies, more than 40 instruments and currency futures. The main objective for this strategy is to achieve long-term capital growth with controlled risk. High volatility in the market, or in specific sectors, consistently delivers opportunities for this strategy to generate returns. A systematic approach is also applied for the rouble exposure management, which allows investors to profit from a rouble appreciation against the dollar while protecting against larger rouble losses The team developing this strategy, Yuri Roslavlev and Tikhon Moiseev, have been with the company since 2009 and are both highly respected and proven experts in their fields.