H2O Asset Management is to launch a daily liquidity Ucits fund that seeks to make money from flash crashes and panicked sell-offs in financial markets.
The fund, called Barry Active Value, opens in November with a mandate to buy assets other funds are hurriedly dumping when the portfolio manager judges fears of systemic risk to be overblown.
The fund will seek to put on 10–20 trades a year across fixed income, currency and equities, via short-dated options. Vincent Chailley, H2O's chief investme
The week on Risk.net, September 8-14, 2018Receive this by email