QCM : Alpha Financials Program

Summary

QCM’s financials-only product, the AFP, commenced trading in June 2012. The AFP trades 56 exchange traded futures in major exchanges worldwide. It diversifies within Financial Assets across major global economies, and through the three broad asset classes: Equities, Bonds, and, Currencies.

Investment Strategy

The strategy is actively managed and seeks longterm capital appreciation through a highly liquid non-correlated alternative investment. It is designed to be robust always looking for relative opportunities in financial markets. QCM is best described as a systematic global macro manager.

QCM’s profile is largely long volatility, taking advantage of directional moves, which is modulated by short volatility elements. The strategy is agnostic in market direction and positions are both long and short. At its core, the strategy takes a long term macro approach in establishing directional bets in each market based on momentum, and continuously rebalances the portfolio through use of a unique proprietary risk allocation model. It does not compromise on return opportunities in the long run bull markets and attempts to bear low correlation with major asset classes such as stocks and bonds.

Risk Management

The emphasis is on portfolio management rather than market timing. Controlled leverage is applied on the portfolio, systematically, targeting risk. Both market as well as portfolio risks are actively monitored. By trading only exchange-trade futures, the level of transparency and liquidity in the strategy is taken to the highest level.