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Foreign Exchange

Brevan Howard systematic fund joins AlphaMetrix network

AlphaMetrix, a US-based online marketplace for private investments, has announced that the Brevan Howard Systematic Trading Master Fund is now available as a transparent fund on the AlphaMetrix Global Marketplace network, according to EuroHedge, a sister publication of Euromoney FXNews.

The fund’s investment manager is BH-DG Systematic Trading, a joint venture between Brevan Howard and David Gorton, which is authorised and regulated by the Financial Services Authority in London. Gorton, the managing member and chief investment officer of BH-DG, has 26 years of global macro and relative value trading experience and was a founding partner of London Diversified Fund Management.

He established a team of systematic trading experts at LDFM, which started trading the strategy in May 2006, and formed the joint venture with Brevan Howard in 2010 as part of the reorganisation of the former London Diversified business.

The systematic strategy pursues a medium-term trend following and FX carry programme, trading across 88 different foreign exchange, interest-rate and commodity markets – using a range of signal generation, volatility estimation and dynamic risk management techniques.

Assets managed by BH-DG using systematic trading strategies totalled approximately $1.1 billion as at the start of this year. Brevan Howard, one of the world’s largest and most successful hedge fund managers, manages some $34 billion of assets and has 370 employees.

AlphaMetrix provides an online marketplace for researching, tracking and analysing information about hedge fund managers, CTAs and private equity funds – servicing more than $6.9 billion in assets and providing extensive due diligence, real-time transparency and 24-hour risk monitoring.

 

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