JP Morgan adds manager to quant strategy

JP Morgan has launched a new synthetic quantitative strategy that gives investors exposure to the cyclicality and momentum in the commodity markets. However, in a twist to those structured products whose payouts are dependent on rules-based, quantitative models, an asset manager has been added to review the strategy and tweak the algorithm in response to changes in the commodity markets.

Called the Diapason Commodity Rotator, the product is based on a dynamic basket selected from a universe of 25

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