Bifrost Quest Capital LLC

United States-flagUnited States Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 431973
Program Past 12 Months Aug YTD CAROR WDD AUM Min Inv Visits
IndexQuest (Client) archived programs chart thumbnail -0.20 -21.99 $ 500k 6620
IndexQuest (Proprietary) archived programs chart thumbnail 10.28 -23.45 $ 500k 5986

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

CTA Introduction

Bifrost Quest Capital LLC is a management owned Commodities Trading Advisor (CTA). Bifrost Quest Capital utilizes proprietary quantitative models to invest in US equity index, Treasury index, and energy futures.

Manager Profile: Robert Shumaker
Mr. Shumaker has substantial, broad-based experience at large institutional asset managers and is well versed in quantitative research and portfolio management. For over six years he has managed assets using his proprietary model IndexQuest initially developed in 2004. He was most recently Director of Quantitative Research at Nomura Securities. As Research Director, he created and developed a set of 55 quantitatively based stock selection factors. He was responsible for the investment team that built and maintained the database of factor returns. These data were incorporated into periodic research publications covering US and global stock markets along with commentary on recent trends. Previously, from 1989 to 2004, he was Portfolio Manager/Director of Strategy at GM Asset Management where he conducted due diligence on equity and market neutral managers and monitored existing managers. In addition, he created and managed the first in-house quantitative equity portfolio. This portfolio’s investment process utilized factors typically used by fundamental analysts including value, earnings quality, earnings growth, cash flow, expectations, management signals, and technicals and the active portfolio was benchmarked to the Russell 1000 Value index. At GM, Mr. Shumaker managed approximately $1 billion. Mr. Shumaker received his MBA from Cornell University, his undergraduate degree is from Hamilton College.