SGAM AI's Ucits fund deploys T-Rex to replicate hedge funds index


SGAM Alternative Investments (SGAM AI) has launched a Ucits III-compliant mutual fund using the concept of the T-Rex (Total Return Exposure) strategy, which replicates synthetically the performance of the Hedge Funds Research (HFR) Index. This is achieved with a managed portfolio of liquid financial instruments such as futures on the major assets, including equities, bonds and currencies.

The allocation process is based on a quantitative model, created by SGAM AI's structured asset management

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