IKOS CIF

The firm runs a multi-strategy systematic program covering global equity index futures, government bond futures, commodity futures, and G10 and emerging-market currencies. Models include statistical arbitrage, momentum signals, and pattern recognition, deployed at mid-frequency with typical holding periods measured in days. Position sizing targets a predetermined volatility level through algorithmic execution across highly liquid exchange-traded and over-the-counter instruments.

The IKOS UCITS fund is structured for institutional and qualified investors rather than the broad retail market. While UCITS regulation permits wider distribution across the European Economic Area, the fund's minimum investment thresholds and target investor profile align with institutional allocators, family offices, and professional investors seeking uncorrelated absolute-return exposure to managed futures.

IKOS draws researchers from mathematical physics, computer science, and engineering disciplines, reflecting the founders' academic networks. The group has historically recruited from European research universities including Cambridge and Imperial College. The research function remains integrated under founder leadership rather than siloed into separate research and portfolio management teams common at larger multi-manager platforms.