Anthilia launches managed futures fund

Anthilia Capital Partners, an independent asset management boutique based in Milan, has added to its range of funds with the launch of a managed futures fund.

Anthilia Black is a sub-fund of the Planetarium Sicav umbrella-fund domiciled in Luxemburg. It is Ucits compliant, so does not invest in swaps and OTC derivatives. The fund has a medium-high risk profile, and invests in listed futures on equity markets, US and Europe fixed-income markets, as well as FX.

Massimiliano Orioli and Daniele Colantonio are managers of the fund, with a team of quant analysts and researchers. Colantonio says the fund is “fully quantitative, with extensive use of risk management techniques and a basket trade on the different asset class every 150 minutes of European market open hours.”

The fund invests according to indicators generated by models focused on intraday, daily and weekly trading frequencies. The three approaches are combined, Anthilia says, to “exploit opportunities on upside and downside markets, exploiting both trend market phases or medium-term oscillatory behaviours”.

The fund managers aim to ensure de-correlation from each market index, favouring risk control especially when volatility picks-up abruptly.

Anthilia Black is the second of the firm’s funds focused on the quantitative approach, after the Anthilia Grey fund. Other Anthilia sub-funds with a discretional approach are: Anthilia White, Anthilia Blue, Anthilia Green and Anthilia Red.

Anthilia Capital currently has assets under management of €400m. 

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