Wednesday, September 14, 2011

Alternative innovative investment strategies: QuantShares ETFs

The quant shop Boston investment manager FFCM LLC chose JP Morgan Securities Services for prime custody of its market-neutral equity ETFs.

The QuantShares ETFs will be "market neutral," holding both long and short positions in approximately equal dollar amounts. They are among the first ETFs that will engage in shorting physical securities. FFCM has also chosen J.P. Morgan Clearing Corp. as prime broker for four of its seven new funds.
The new QuantShares ETFs have been created to provide institutional and individual investors with access to several alternative innovative investment strategies, according to FFCM. Claing to offer diversification and risk management, the funds are designed to produce returns with low correlations to the overall equity market. These returns are driven by exposure to well-known factors such as beta, momentum, quality, value, and market cap.

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