Lyxor partners with New York based AM to launch market neutral equity fund

Lyxor Asset Management has partnered with New York based asset management firm Academy Investment Management to launch the Lyxor/Academy Quantitative Global Ucits fund, a systematic market neutral strategy focused on global equity markets. The fund utilises a proprietary statistical arbitrage strategy, trading both momentum and mean-reversion signals, to exploit short-term pricing anomalies in global equity markets through a universe of approximately 3,600 liquid large-cap and mid-cap stocks in 23 equity markets across Europe, North America, Latin America and Asia. The new strategy se...