In search of an edge: CTAs launch into swaps trading
Systematic hedge funds are looking to new markets for a competitive advantage
Systematic funds sometimes struggle to convince investors they are truly different from one another, but two of the biggest – Aspect Capital and Cantab Capital Partners – have taken a step they think will lift them above the crowd. In recent months, both have started to trade interest rate swaps for the first time.
Aspect, which manages $6.5 billion, allocated 5% of the firm's portfolio to interest rate swaps trading in July. That figure might increase in future, says Anna Hull, London-based
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