我们是谁 ?

关于我们

迈德瑞资产管理(Metori Capital Management)总部位于巴黎,是一家专注量化的资产管理公司。 公司由领先资产管理(法国兴业银行)的一群经验丰富的专业人士于2016年创立。 Metori是一家独立企业,100%由其创始合伙人拥有,其利益与我们的投资者的利益紧密相关。 公司凝聚了一群精于资本市场,投资组合管理和信息技术的专业人才,其目标只有一个:通过科学的方法创造投资绩效。

我们的历史

Metori代表了在定量投资领域多年研究与发展的延续。 2017年,公司接管了Epsilon管理期货项目的投资管理,五位创始合伙人中就有四位原就职于领先。 Epsilon成立于1994年,

我们的客户

Metori在欧洲拥有强大的业务,主要为各类金融机构,资产管理公司,家族办公室和私人银行提供服务。公司还为中国大陆的专业投资者管理着一个于2014年启动的中国期货投资策略。

我们的愿景

我们坚信科学的方法可以揭示市场的复杂性,从而产生绩效。 在学术研究和实证分析的指导下,我们设计并实施量化投资策略,以帮助投资者从全球市场机会中获益。

合伙人

新闻

十月 2020

Funds Society
投资者对CTA的兴趣重燃

三月 2021

对冲基金杂志
Metori荣获对冲基金杂志UCITS对冲基金趋势跟踪CTA类”7年内最佳表现基金 “奖。

十月 2020

Hedgeweek
领先Epsilon全球趋势策略在CTA反转的背景下跑赢基准

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。

奖项

以下奖项由Epsilon团队在领先资产管理公司任职期间取得。此处所含奖项是基于过往业绩,并不能保证未来表现。

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

加入我们

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.