Approach

Investment culture

Multiple asset classes and geographies

Our investment approach is global and scalable. We trade liquid instruments in all major asset classes and regions. We invest in regulated markets where we believe prices reflect the information available to millions of market participants.

Focus on market dynamics

We look at price dynamics to take positions rather than relying on any hypothetical “fundamental valuation” of markets. Using statistics and mathematics we identify the direction in which market forces drive asset prices and measure underlying uncertainties.

Scientific approach

Metori combines the best ideas from academic research with empirical data analysis. We implement strategies that have sound statistical and economical foundations, which can be cross-validated over multiple time horizons and asset classes.

Systematic implementation

Metori’s investment process is systematic, meaning that positions and portfolio construction are generated by a model and implemented systematically. Our approach allows to remove arbitrary and emotional bias from investment decisions.

RANGE OF STRATEGIES


Our investment program, Epsilon, is the latest evolution of a strategy that started in 1994. The current version of the model was developed by G. Jamet and N. Gaussel from 2011 to 2012, and has been successfully implemented since late 2012. 

PROGRAM

Epsilon Diversified Strategy


Systematic trend-following on financial and commodity futures (including internationalized Chinese contracts): first mandate launched in Oct. 2021

PROGRAM

Epsilon Global Trends Strategy

UCITS launched in 2011, US Fund launched in September 2019, and two commingled funds introduced in April 2022 and February 2023, the latter being a leveraged version

PROGRAM

Metori
China Trend
Opportunities Index

Systematic trend-following on Chinese futures. First mandate launched in 2014. The program is available exclusively to onshore Chinese investors

Contact
Linkedin
USA

98 Olden Lane

Princeton NJ 08540

France

9 rue de la Paix,
75002 Paris,
France

Chine
Room 207, Hengqin Smart Finance Industrial Park, West of Building 17, Hengqin Creative Valley, No. 1889 Huandao East Road, Hengqin New District, Zhuhai City, Guangdong Province.

METORI CHINA TREND OPPORTUNITIES INDEX

Index objective

The objective of the Metori China Trend Opportunity Index is to achieve absolute returns over 3 to 5 years with little to no correlation to traditional investments. The program trades over 30 futures markets in China, long or short, by implementing systematic trend-following strategies based on mid to long-term quantitative signals. Such signals aim at identifying entry and exit points for each market, in order to capture trends both on the upside (long positions) and on the downside (short positions).

Documents

Performance & allocation report
Benchmark statement
Compliance statement
History of Amendments
The Metori China Trend Opportunities Index (“the index”) is the property of Metori Capital Management. The Index Methodology is not intended to be, or construed as, an offer or a solicitation by the Benchmark Administrator to sell, buy or invest in any financial instrument or investment product, or to provide any kind of advice or service. The Index seeks to replicate the performance of a hypothetical portfolio of Index Components. However, the Index does not actually invest in, hold or short the corresponding instruments. An investor in any product linked to, or benchmarked on, the performance of the Index will have no rights whatsoever to any Index Component or any other instruments underlying the Index. The Index is a statistical measure providing a representation of the value of a hypothetical portfolio, and shall not be construed or interpreted as constituting a fund, pool or any other investment vehicle. Any investor, trader, asset manager or service provider making any use whatsoever of the Index, including (without limitation) managing or investing in any product linked to the performance of the Index, using the Index as a benchmark or providing services making references to the Index (each an “Index User”, collectively the “Index Users”), does it under its own responsibility and at its own risk. Prior to making any use of the Index, Index Users should seek independent financial, tax, accounting and legal advice. It is each Index User’s responsibility to ascertain that it is authorised to enter into any transaction or provide any service making references to the Index. Neither Metori nor any of its directors, officers or employees, will be liable or responsible for any loss or damage resulting, directly or indirectly, from using the Index in any way. The performance of the Index over any time-period is not guaranteed to be positive. PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RETURNS. The strategy underlying the Index allocation model bears a certain number of risks, including (but not limited to): poor performance, risk of losses, volatility, leverage and value-at-risk, market risks. The Index aims to capture the trends of a selection of futures contracts. The Index may perform well in periods when futures prices are steadily trending up or down. On the opposite, the Index is expected to perform poorly, or even significantly decline, in periods when futures prices do not move in a consistent manner or experience trend reversals. Moreover, the Index performance is expected to be negatively affected in periods of correlated markets. The Index embeds a significant leverage effect through its hypothetical exposure to derivative instruments. Leverage creates special risks and may significantly increase the risk of losses.