Ex-Lehman team preps $100m currency fund

LONDON - A four-strong team of former Lehman Brothers employees is to launch a $100 million rules-based currency fund in April, under the name BlackTree Investment Partners.

BlackTree consists of Thomas Soede, Balraj Bassi, Alexei Jiltsov and Anne Sanciaume-Blankert who collectively spent upwards of 26 years at the US investment bank in key roles developing the research and macro quantitative trading strategies and brand.

Since the bank collapsed last September, the quartet has worked towards

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