Old Mutual Global Statistical Arbitrage Fund: Old Mutual Global Investors

13th Annual European Single Manager Awards 2013

award-esm-0613-6
Paul Simpson, head of systematic investments/senior portfolio manager, Old Mutual Global Investors

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