Barep Asset Management, a subsidiary of Societe Generale, launched the long-term 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 and statistical processes and models based on the history and behaviour of the market.
"The Epsilon program is systematic. It is completely automated and makes decisions and processes buy and sell
The week on Risk.net, December 2–8, 2017Receive this by email