French quant manager launches L/S fund

Paris-based quantitative asset manager Uncia AM has launched the Uncia Small Premia fund, a patrimonial long/short fund focusing on European small and mid caps, on 13 July 2017.

The fund will seek to outperform its composite benchmark – 30% Stoxx 600 Index + 70% Eonia capitalised – over a rolling period of five years.

The manager will rely on a proprietary quantitative analysis and scoring model to support investment decisions.

The investment team will pick small and mid caps from the MSCI Europe Small Cap Net Total Return Euro index whilst futures on the Stoxx 600 index will be sold.

The portfolio’s net exposure to markets will be comprised between +20% and +40% of its net assets.

The launch of this new strategy follows that of Uncia Smart Premia in August 2016. It pursues the development on the quantitative segment of Uncia AM which was initially designed as a stock-picking boutique.

Uncia AM was founded in 2013 by Vincent Fourcaut, Mickael Cohen and Julien Messias.

Adrien Paredes-Vanheule
Adrien Paredes-Vanheule is French-Speaking Europe Correspondent for InvestmentEurope, covering France, Belgium, Geneva and Monaco. Prior to joining InvestmentEurope, he spent almost five years writing for various publications in Monaco, primarily as a criminal and financial court reporter. Before that, he worked for newspapers and radio stations in France, in particular in Lyon.

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