方法

投资文化

多个资产类别及地区

我们的投资方法具有全球性和可扩展性。我们在主要资产类别及地域交易高流动性资产工具。我们投资在我们认为价格能有效反映公开市场信息的受监管市场。

专注于市场动态

我们通过价格动态而非依赖于任何对市场“基本面估值”作假设来确定仓位。我们通过统计和数学方法识别市场力量所推动资产价格的方向,衡量潜在不确定性。

科学化方法

Metori将学术研究中的最佳创意与实证数据分析相结合。我们实施的策略具有良好统计与经济基础,可以在多个时间段及不同资产类别上进行交叉验证

系统化实施

Metori的投资流程是系统化的,这意味着仓位和投资组合构建是由模型生成并系统性地实施的。

产品系列

我们的投资项目Epsilon, 始于1994年,几经演变发展成目前的最新策略。当前版本的模型是由G. Jamet和N. Gaussel于2011年至2012年间开发,并在2012年底成功实施。该项目有一系列领先产品可供选择。 也可以由Metori通过管理账户,专户基金或俱乐部基金的产品形式提供。

程序

EPSILON管理期货

投资范围全面(债券和利率,股票,货币和商品期货)。 波动率预算为15%。 提供另类投资基金和专户委托形式

程序

EPSILON全球趋势

投资领域涵盖债券,利率,股票和货币期货。 波动率预算为10%。 提供UCITS基金和专户委托形式。

程序

METORI中国趋势机会指数

基于在中国大陆交易所交易的期货所组成的趋势跟踪指数。

联系

+33 (0) 1 83 75 00 60

美国

98 Olden Lane

Princeton NJ 08540

法国

9 rue de la Paix,
75002 Paris,
France

中国
广东珠海市横琴新区环岛东路1889号横琴创意谷17栋西侧横琴智慧金融产业园207房间
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免责声明

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本网站是对Metori的介绍。 不提供投资建议,也不代表所描述的策略适合任何特定投资者。 本网站包含的任何信息均可随时修改。 虽然这些信息在输入时被认为是可靠的,但Metori不保证其准确性和完整性,也不承诺以任何特定频率更新此类信息。Metori及其任何董事,高级职员或员工对由您访问,无法访问或使用本网站或其内容而直接或间接导致的任何损失或损害均不承担任何责任。

期货期权交易,投资管理期货及其他另类投资非常复杂,存在重大损失风险。因此,它们并不适用于所有投资者。 Metori Capital Management使用和分发的所有信息,出版物和报告,包括此特定材料,均不应解释为要约。 Metori Capital Management不分发研究报告,雇用研究分析师或保留CFTC法规1.71中定义的研究部门。 过往业绩不能保证未来的表现。在任何情况下,无论是实际的还是假设的任何业绩表现,均不能保证未来的结果。您的隐私对我们非常重要。可以联系我们获得Metori最新隐私政策。

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

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.