Old Mutual Global Statistical Arbitrage Fund: Old Mutual Global Investors
Winner of best equity market neutral hedge fund, European Single Manager Awards 2013
A powerful blend of management experience and proprietary arbitrage strategies has helped Old Mutual Statistical Arbitrage Fund stay ahead in the markets.
The fund runs a market neutral portfolio of long and short positions in liquid, global, large-cap equities.
It aims to deliver attractive risk-adjusted absolute returns over the medium term using a unique quantitative model that screens live stocks and prices to determine profit opportunities.
This mean reversion strategy helps to give the
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