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.
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.
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.
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. The program is available in a suite of Lyxor products. It can also be delivered by Metori through managed accounts, dedicated funds or club funds.
Systematic trend-following on financial and commodity futures: AIF launched in 1997
Systematic trend-following on financial futures: UCITS launched in 2011 and US Fund launched in Sep. 2019
Systematic trend-following on Chinese futures. First mandate launched in 2014
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98 Olden Lane
Princeton NJ 08540
9 rue de la Paix,
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.