Ikos Futures Fund: Ikos Asset Management
Winner: Best managed futures hedge fund; Shortlist: Hedge fund of year
The Ikos Futures Fund is a multi-strategy systematic global macro fund carrying out global asset allocation between indexes, currencies, commodities, interest rates and bonds.
A currency-only option is also available.
Ikos creates and trades strategies based on robust mathematical modelling including statistical analysis, factor analysis and exploitation of multiple time horizon effects. Econometric models are combined with time-series analysis and market micro-structure models within an
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