Wermuth Asset Management is floating a new quant portfolio that will invest in Russian equities, Hedge Fund Review reports. The Quant Eastern European Strategy will use a mix of trend-following, mean-reverting and value-investing models to allocate to large, listed Russian companies.

The German alternative asset manager is also opening the quantitative long/short equity strategy to outside investors. Quant analysts Yuri Roslavlev and Tikhon Moiseev were appointed to develop the quantitative strategies.

Click here for the story from Hedge Fund Review.