Deutsche creates note based on QAM hedge fund

The euro-denominated certificate will replicate the performance of QAMÆs global quant fund.

Deutsche Bank has written a euro certificate on the QAM Global Equities Fund, a Singapore-based hedge fund advised by Quant Asset Management.

The certificate is listed on Euronext Deutsche Bank will make a daily market on the instrument. A euro hedge strategy is applied so that investors can receive a return denominated in euros.

QAM's positions are run entirely on a dynamic, multi-factor quant model concentrating on share price valuation and earnings. The portfolio consists of 80-120 stocks long...

To continue reading, please login or register for free

Click for more on: deutsche | qam | holle | chatchai | hedge | fund

Print Edition

FinanceAsia Print Edition