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 fun
The week on Risk.net, July 14–20, 2017Receive this by email