We are delighted to announce that Cantab is included on the shortlist for the Awards for Excellence in Institutional Hedge Fund Management 2012. Cantab has been nominated in the category Best Hedge Fund Manager in Managed Futures.

The winner will be announced at a black-tie gala dinner on May 30.

Please follow this link for further information: http://www.efinancialnewsevents.com/award/hfawards2012/

Cantab was very pleased to win the award for Best Managed Futures (CTA) over $500m at the HFM Week European Performance Awards 2012.

The exclusive event was held at Fulham's Hurlingham Club in March and celebrated those hedge funds and funds of hedge funds that outperformed their peers through the volatility of the last year.

For more information please see: 

http://www.hfmweek.com/events/awards/european-performance-awards/winners/

One of the strongest trends in UCITS is the launch of quantitative funds to offer onshore investors the performance characteristics of well established offshore commodity trading advisor strategies. Cantab Capital Partners, based in Cambridge, UK is a relative new comer to UCITS, launching in 2011.  However, its Cantab Quantitative UCITS Fund got off to a strong start with a gain of almost 8% (from launch in July 2011 to the Dec 31 year end), giving an annualised performance rate of nearly 15%. It is up 4% in January.

For experienced investors this won’t come as a surprise. Cantab is celebrating the fifth anniversary of its original offshore fund, the CCP Aristarchus quantitative strategy, in March 2012. It has made 13.5% annualised net returns over the half-decadeduring which time assets rose to $1.9 billion from $30 million at inception.

The Cantab Quantitative UCITS Fund has been announced as the Best Performing Systematic Macro Fund of 2011 by the Hedge Fund Journal's UCITS Hedge Awards 2012.

Cantab are very proud to receive the award and would like to thank all of their investors for their support over the last year, and indeed the last 5 years.

We hope that we will continue to deliver strong returns uncorrelated to other asset classes and hedge funds in 2012.

The CCP Quantitative Fund has been nominated for a Eurohedge Award in the Managed Futures category.

The EuroHedge Awards celebrate fund excellence in the European hedge fund industry.  The methodology behind the nominations uses risk adjusted returns over the 12 month calendar year.

Eurohedge - Former Goldman quant strategies partners Ewan Kirk and Erich Schlaikjer’s Cambridge-based Cantab Capital has assembled a robust systematic macro trading engine since starting their quantitative fund in 2007.

The CCP Quantitative Fund has come a long way since its launch in early 2007. Having begun with a modest but respectable $30 million, the strategy has swelled to around $1.7 billion thanks to a combination of strong performance and allocations from investors. The same is true of Cantab Capital Partners, the Cambridge-based systematic hedge fund firm led by CIO Ewan Kirk that manages the quantitative macro strategy – and which has thrived during a period of high market volatility, but one that has sparked fast-growing investor interest in systematic trading strategies.

Please see the attached PDF for the full article.

Click here to read the PDF »

Cantab Capital Partners has launched the Cantab Quantitative UCITS Fund on the Matrix platform.

“offering diverse sources of return not correlated to traditional equity and bond investments and lower correlation to managed futures and CTAs” 

Matrix announced today the launch of the fourth fund on its UCITS platform; the Cantab Quantitative UCITS Fund (“the Fund”), a fully systematic global macro fund. The Fund pursues the same investment strategy as the offshore CCP Quantitative Fund but is subject to UCITS investment restrictions. 

Rich Bornhoft is the founder of Denver, Colorado-based Equinox Fund Management, a multi-CTA manager with AUM of $1.2 billion. His firm tracks hundreds of CTA programs and allocates capital to a variety commodity shops. He believes managed futures is the most globally diversified investment strategy going, and he explained why during a recent phone interview with FINalternatives.

Genia Diamond has joined the systematic global macro asset manager as head of business development.

She joins from OMAM UK and before then worked at Solent Capital and BlueCrest Capital. She started her career in asset management as a senior researcher at PAAMCO. Cantab, based in Cambridge, England, was founded in 2006 by Ewan Kirk and Erich Schlaikjer, formerly of Goldman Sachs, and Chris Pugh, formerly of KBC and DE Shaw.

Cantab Capital engineers returns with systematic macro approach

SIMON KERR

Often the holiday island daydream, for someone who enjoys their job, is to carry on with much of what they are doing but remove the bits they don’t like – the politics, bureaucracy and lack of nimbleness and the like. People who set up hedge funds often look to replicate the culture of a successful trading desk, or investment culture, of a successful asset management business as they start off in their own firm. Dr Ewan Kirk, of systematic investment firm Cantab Capital Partners (CCP), has done something like that in taking some of the strengths of Goldman Sachs into his billion dollar business, whilst taking full advantage of the management company’s location.

Cantab Capital Partners is preparing to launch the Cantab Quantitative UCITS Fund. 

Cantab launched their offshore CCP Quantitative Fund in March 2007. After steady growth over what has been a very difficult asset raising environment, firmwide assets now stand at over $1bn. The CCP Quantitative Fund has had an annualised return of 13.3% from inception to date and has shown very low correlation to both equities and the broad hedge fund universe.

Ewan Kirk, Founder of Cantab Capital Partners LLP, talks about the firm and managed futures.

Phil Craig

High-profile pension funds announced mandates this week, as the Pension Protection Fund chose several asset managers to look after tactical asset allocation, and the BBC retirement scheme's latest report revealed that last year it made some significant changes to the fund houses looking after its money.

The Pension Protection Fund (PPF) has recruited six Global Tactical Asset Allocation (GTAA) Managers. Cantab Capital and Winton Capital are positioned for immediate appointment.  And Aspect Capital, Bluecrest Capital, DB Advisors and Neuberger Berman are on deferred appointment...

Cantab Capital Partners (CCP) is a systematic global macro hedge fund that manages assets in excess of $800 million. The firm is based in Cambridge, UK and it has close ties to the University of Cambridge…

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The 20 Rising Stars of Hedge Funds

Ewan Kirk

CEO, Cantab Capital Partners

Cambridge, UK

Age: 48

Education: B.S.(hons) Physics and Astronomy, University of Glasgow, MA, Mathematics University of Cambridge, PhD, Mathematical Physics, University of Southampton

Mentors: Armen Avanessians, Partner, Goldman Sachs

By Sophia Grene

Ewan Kirk looks extremely pleased with life, as well he might since his hedge fund, Cantab Capital Partners, based in Cambridge, England, returned nearly 50 per cent last year.

But this is not the source of his satisfaction: “Rather than the returns being what I’m proud of, it is that throughout the entirety of 2008, we controlled our risk,” he says. The fund does not just target a volatility of 20 per cent, it meets that target.

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Brevan Howard was again the star performer as macro and fixed-income players continued to thrive on the dislocated global markets...

The $19 billion fund was up by 6.56% for a gain of 18% over the last three months, while other macro managers made hay too...

...Ewan Kirk's Cantab Capital Partners also kept up its strong recent performance as it approaches its one-year anniversary. The firm's CCP Quantitative Fund gained 4.18% in February and is up 8.27% for the year to date.

Cantab Capital Partners, the quant macro/systematic trading firm led by former Goldman Sachs quant strategies chief Ewan Kirk, is adding a new higher-vol share class to its CCP Quantitative Fund that is likely to become the strategy's main share class.

The new Archimedes share class will target 20% volatility as opposed to the 10% volatility targeted by the underlying share class, which has been renamed Babbage. Over the past 12 months, pro-forma trading for the higher-vol version shows an annualised return of 25.3% and a Sharpe ratio of 1.06.

Continual and innovative research is the key for a firm led by former Goldman partners.  Cantab Capital Partners, the new Cambridge-based quantitative firm headed by former long-time Golman Sachs partner Ewan Kirk, has made a steady start with its CCP Quantitative Fund in a topsy-turvy year for systematic trading.

Cantab Capital Partners, the new Cambridge-based quant firm led by the former head of Goldman's European quant strategies group, Ewan Kirk, has made a robust start in a testing and volatile environment for systematic trading strategies.

A handful of quantitative trading mavens from the City are launching a Cambridge, U.K.-based hedge fund that will use research and work with staff from Cambridge University.

Ewan Kirk, a 14-year veteran of Goldman Sachs, where he was the partner responsible for its state-of-the-art quantitative strategies group in Europe, has resurfaced at the helm of a potentially big new UK-based systematic trading operation called Cantab Capital Partners...

...Cantab is determined to ensure that its trading models operate at maximum efficiency before scaling up. But the fund will only be active in the most liquid markets and its capacity could eventually be very large.