La Financière de l’Echiquier expands systematic quant range

Paris headquartered La Financière de l’Echiquier (LFDE) has added a Ucits-compliant fund, Echiquier QME, to its systematic quant range.

This strategy was already available to professional investors since three years (Echiquier QME1 Global).

Echiquier QME is managed by Ludovic Berthe and Alexis Grutter, who have 25 years’ experience in alternatives’ management and worked together since 10 years.

The fund, focusing on risk control, relies on a quant systematic methodology whose objective is to achieve yield in any market environment with an average annual volatility under 10%.

Echiquier QME invests in futures in the following asset classes : equity indices, government bonds, interest rates and currencies. Its parent strategy, Echiquier QME1 Global, is also invested in commodity futures.

Momentum strategies account for around 70% of the portfolio and satellite strategies form the remaining 30% of the portfolio allocation.

Launched in 1991, La Financière de l’Echiquier has over €8bn in assets under management.

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.

Read more from Adrien Paredes-Vanheule

Close Window
View the Magazine

You need to fill all required fields!