Paris-based Capital Fund Management is set to launch a purely systematic equity-trading program called Ventus Fund.
Ventus Fund consists of a European and an American portfolio of an equal amount long and short positions.
The stock universe will consist of 400 common stock constituent of major indices. Stocks traded in the US will be on NYSE, NASDAQ and AMEX. In Europe companies from the UK, Germany, France, the Netherlands, Italy, Sweden, Switzerland, Spain and Belgium will only be consider
The week on Risk.net, December 2–8, 2017Receive this by email