Arnaud Chrétien (former quantitative manager for the sovereign fund Abu Dhabi Investment Authority, and later the Global CTA desk at SGAM AI) has announced the creation of Aequam Capital, an independent, quantitative fund management company.

Comprising nine staff, Aequam Capital offers a complimentary range of quantitative and systematic investment funds that aim to capitalize on trends and investment opportunities in major futures markets in interest rates, stock indices, currencies and commodities. The management offer is targeted to a wide range of investors (institutions, family offices, private banks, wealthy individuals and fund of funds), to which it offers an alternative investment in terms of risk, diversification and uncorrelated returns.

“Controlled 90% by its partners, Aequam Capital is the realization of a collective and entrepreneurial project to develop a coherent range of quantitative management programs. A focus on innovation and R&D is at the heart of our methodology. Driven by predefined risk constraints, the performance of the funds managed by Aequam Capital is both a consequence and a reward for the use of the dynamically allocated risk budget” said Arnaud Chrétien, president of Aequam Capital.

Aequam Capital has launched its first quantitative fund, Aequam Diversified Fund, a contractual investment fund. The management team uses a proprietary quantitative tool (DynA: Dynamic Risk Allocator), whose role is to dynamically allocate the risk of the portfolio, across about fifty futures markets in four asset classes (equity indices, commodities, interest rates and currencies). DynA exploits trends by giving buy and sell orders on a daily basis. The management team has also approved each step of the process.