HFM European Quant Performance Awards 2021: Shortlist Announced

17 November | Online

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We are pleased to announce the HFM European Quant Performance Awards 2021 shortlist! 

The awards will recognise those European quant funds who have shone the brightest over the past year, ensuring that excellence is rewarded where it is most due. Learn more about the awards by visiting www.hfmeuquantperformanceawards.com.

A huge congratulations to all those funds who made the shortlist this year!

Shortlist

Alternative markets fund

Aspect Capital - Aspect Alternative Markets Fund
Broad Reach Investment Management - Broad Reach Explorer Fund
Florin Court Capital LLP - Florin Court Capital Programme
Gresham Investment Management - Gresham Alternative Commodity Absolute Return Fund (ACAR)
Man AHL - Man AHL Evolution Frontier Limited
Systematica Investments Limited - Systematica Alternative Markets Fund

Commodities fund

Cazadores Investments Ltd - Cazadores Commodity Alpha
Gresham Investment Management - Gresham Alternative Commodity Absolute Return Fund (ACAR)

Digital assets

Crypto Finance (Asset Management) AG - Systematic DLT Fund
Napoleon Asset Management - Napoleon Bitcoin Fund
Nickel Digital Asset Management - Digital Asset Arbitrage SP – Institutional

Diversified CTA

BH-DG Systematic Trading LLP - BH-DG Systematic Trading Master Fund Limited
Capital Fund Management - Discus Program
GAM Investments - GAM Systematic Core Macro
John Street Capital - John Street Capital
KeyQuant - Key Trends 15 Composite
Man AHL - Man AHL Alpha 1.5 XL Limited
PGIM Wadhwani - The Keynes Leveraged Quantitative Strategies Fund Limited
Transtrend - Diversified Trend Program

Machine learning fund

Bayforest Capital Limited - Bayforest Innovation MAC
Leibniz Group - Leibniz SWARM
RAM Active Investments - RAM Emerging Markets Equities
Tungsten Capital Management - Tungsten TRYCON AI Global Markets
VIVIENNE INVESTISSEMENT - VIVIENNE BREHAT
Z22 Technologies AG - Z22 Smart Mirror

Managed futures Ucits fund

Bantleon Bank AG - Bantleon Diversified Markets
Candriam - Candriam Diversified futures

Dominicé & Co. Asset Management - Cassiopeia Ucits
Man AHL - Man AHL Trend Alternative
Metori Capital Management - Lyxor Epsilon Global Trend Fund
PGIM Wadhwani - PGIM QMAW Keynes Systematic Absolute Return Fund
Progressive Capital Partners Ltd - Tulip Trend Fund UCITS - C USD
Systematica Investments Limited - Schroder GAIA BlueTrend UCITS
Tungsten Capital Management -
Tungsten TRYCON AI Global Markets

Multi-alternative risk premia fund

Candriam - Candriam L Multi Asset Premia
CdR Capital Ltd - CdR Systematic Absolute Return Fund (SAR)
GAM Investments - GAM Systematic Alternative Risk Premia
Nomura Alternative Investment Management France S.A.S - Nomura Fixed Income Risk Premia UCITS Fund
Systematica Investments Limited - Systematica Alternative Risk Premia Fund Limited

Multi-manager fund (FoHF)

Abbey Capital - Abbey Capital Futures Strategy Fund
Bainbridge Partners - Aperio Master AlphaStrategy
HSBC - HSBC Trading AdvantEdge Fund

Multi-strategy quant

Bayforest Capital Limited - Bayforest Innovation MAC
Capital Fund Management - Stratus Program
CdR Capital Ltd - CdR Systematic Absolute Return Fund (SAR)
DCM Systematic Advisors SA - DCM Diversified Alpha
Episteme Capital - Episteme Systematic Quest TR (ESQTR)
John Street Capital - John Street Vantage Strategy

Quant equity

Dominicé & Co. - Asset Management - Dominicé - US Equities Plus
John Locke Investments - JL Equity Market Neutral (C)
QQM Fund Management - QQM Equity Hedge
Stouff Capital - Urizen fund Class USD B
Taranis SA - Taranis Market Sentiment

Quant equity Ucits

John Locke Investments - JL Equity Market Neutral (C)
Nomura Alternative Investment Management France S.A.S - Nomura Alpha Japan Long Short Fund
Alma Capital - Alma Platinum Quantica Managed Futures
Alma Capital - Alma Platinum Quantica Managed Futures Focus

Short-term trading CTA

Bayforest Capital Limited - Bayforest Innovation MAC
Capital Fund Management - Discus Program
John Locke Investments - Cyril Systematic (I)
Taranis SA - Taranis Market Sentiment
Tungsten Capital Management - Tungsten TRYCON AI Global Markets

Specialist CTA

Aquantum GmbH - Aquantum Commodity Spread (ACS) Program
Capital Fund Management - CFM ISTrends Equity Capped Program
Cazadores Investments Ltd - Cazadores Commodity Alpha
Florin Court Capital LLP - Florin Court Capital Programme
Gresham Investment Management - Gresham Alternative Commodity Absolute Return Fund (ACAR)
Tungsten Capital Management - Tungsten TRYCON AI Global Markets
Othania Capital A/S - Othania Invest A/S

Systematic macro fund

Capital Fund Management - CFM Systematic Global Macro Program
Episteme Capital - Episteme Systematic Quest TR (ESQTR)
GAM Investments - GAM Systematic Core Macro
Man AHL - Man AHL Macro SP
PGIM Wadhwani - Keynes Dynamic Beta Strategy (Offshore) Fund Limited
RAM Active Investments - RAM Systematic I/O Fund
VIVIENNE INVESTISSEMENT - VIVIENNE MACH 3

Trend-follower

BH-DG Systematic Trading LLP - BH-DG Systematic Trading Master Fund Limited
Capital Fund Management - CFM ISTrends Program
KeyQuant - Key Trends 15 Composite
Metori Capital Management - Lyxor Epsilon Global Trend Fund
PGIM Wadhwani - The Keynes Leveraged Quantitative Strategies Fund Limited
Quantica Capital AG - Quantica Managed Futures Program
Systematica Investments Limited - Systematica Alternative Markets Fund
Systematica Investments Limited - Systematica BlueTrend Fund Limited
Transtrend - Diversified Trend Program
Wimmer Horizon LLP - Wimmer Horizon Programme

Volatility fund

Dipsea Capital, LLC - Dipsea Capital Fund
Dominicé & Co. - Asset Management - The Cassiopeia Fund
Granite M.S.A LTD - Granite Alphen Capital Fund LTD
VIVIENNE INVESTISSEMENT - VIVIENNE BREHAT
Z22 Technologies AG - Z22 Smart Mirror

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