Epsilon Futures - May 2008

Mathematical and statistical models are the way to predict futures trends in the market, according to Phillippe Balthazard, head of managed futures and systematic funds at Barep Asset Management.

Barep Asset Management, a subsidiary of Societe Generale, launched the longterm trend-following management system Epsilon in 1994.

Epsilon contains a variety of funds including Epsilon Futures, Epsilon Class A Euro and Epsilon Class A US Dollar.

Every decision taken by the fund is driven by mathematical

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: