Wermuth Quant Global

Strategy IC

Fund Investment Objectives

This systematic investment strategy applies a short-term, trend-following equity long/short model, currently focusing on highly liquid US equities. The proprietary software allows fully automated trade execution at high speed and eliminates the possibility of human error. The combination of long and short strategies with a gross exposure of maximum 100% and an expected net exposure range of minus 100% to plus 100% allows the strategy to benefit from both rising and falling prices. The strategy is diversified among numerous long/short sub-strategies and on average 20-50 single instruments that are selected from about 2000 eligible single instruments. 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 a return profile, which tends to correlate with volatility, therefore being able to diversify clients risk portfolios. 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.