Newscape launches rates and currencies fund


Newscape Capital Group, a London based investment firm, has launched a specialist UCITS Fund, The Newscape Dynamic Rates and Currency Fund.

The Fund will target an annualised return of 12-15% with annualised volatility expected to be around 10%. It will invest in the currencies and interest rates of OECD countries and is UCITS approved with daily liquidity, offered in Euro, GBP, Swiss Franc and US Dollar share classes.

“The currency market is the largest market in the world with daily turnover in excess of $5 trillion, more than five times the average daily volume of the US bond market or over 25 times the value of the average daily volume of the US equity market,” said Stephen Decani, Newscape CEO.

Through a detailed analytical process, the Fund uses proprietary quantitative models to identify investable opportunities that have the highest probability of generating excellent risk-adjusted return. The quantitative models identify trend, breakout, mean-reversion and general structural mispricing.