MPP&E Capital, a newly established quantitative hedge fund based in London, is set to launch later this year with single managed account (SMA) allocations, followed by an institutional commingled fund launch in Q1 2025, according to a report by Alternatives Watch.

The multi-strategy fund will focus on systematic approaches across US equities, commodities, macro futures, and volatility strategies.

Founded in 2023, MPP&E Capital’s eight-member team brings expertise from quantitative finance, private equity, and academia, with five team members holding advanced degrees in fields like mathematics and physics.

The report quotes Co-Founder and Fund Manager Marton Peter Price as highlighting that the fund’s alpha is derived from diverse sources through academic and research-driven models with a global mandate. “We approach alpha generation from multiple angles across asset classes, using an academic and research-based approach,” Price told Alternatives Watch.

The firm will launch with three primary investment strategies: a US equity long/short market neutral strategy, targeting alpha through options volatility using alternative data; a commodity and macro futures strategy, employing a relative value systematic approach, managed by Paolo Scripelliti, formerly co-head of GAM’s Systematic Alternative Risk Premia; and volatility-focused strategy, seeking long and short volatility opportunities, led by Dr Adam Nagy, a former quant at WorldQuant.

As part of its operational setup, MPP&E uses an integrated portfolio and risk management system developed with Multi Asset Investment Architecture Technologies (MAIA) to monitor strategy-specific risks and ensure adherence to drawdown limits. Price noted the rise in demand for SMAs in the industry, which MPP&E leverages to tailor risk profiles for different institutional investors.

Price did not disclose specific AUM targets but stated that MPP&E is actively engaging with a broad range of investors, including multi-managers, bank fund-of-funds, US-based family offices, and a Central & Eastern European wealth management platform. Discussions are also underway with Middle Eastern sovereign wealth funds, which he noted typically involve a multi-year allocation process.