deutsche-creates-note-based-on-qam-hedge-fund

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 and a short basket of futures. Gross exposure is 280%, with net exposure of zero 140% long and 140% short.

Assets under management are currently $80 million with the global equity fund accounting for...
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