Find the right managed futures programs for you with our comprehensive free CTA database.

/ QTS Capital Management, LLC

QTS Capital Management, LLC

Need help with terms?
United States-flagUnited States Type: Commodity Pool Operator (CPO)
Commodity Trading Advisor (CTA) Registrations: NFA ID: 0431162
Program Past 12 Months Dec 2020 CAROR WDD AUM Min Inv Visits
Chimera chart thumbnail 42.45 17.83 -19.73 $ 23.3M $ 100k 4667
FX Managed Account archived programs N/A 22.79 -37.49 $ 100k 18492
QTS Partners, L.P. chart thumbnail 30.35 14.89 -35.29 $ 10.4M $ 100k 8737
Tail Reaper chart thumbnail 42.98 10.08 -19.73 $ 19.7M $ 500k 19941
VIX Timer chart thumbnail -0.68 3.13 -4.57 $ 3.6M $ 100k 3490

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

Portfolio Manager

Ernest Chan

CTA Introduction

QTS Capital Management, LLC. is a quantitative investment manager focusing on short tierm futures trading.

Principal Ernest Chan has 22 years of research and trading experience in quantitative strategies, starting at Morgan Stanley. He is the author of Quantitative Trading (Wiley, 2008), Algorithmic Trading (Wiley, 2013), and Machine Trading (Wiley, 2017). Ernie obtained his Ph.D. in physics from Cornell University.

Chief Software Architect Roger Hunter is responsible for our high-performance automatic execution system that achieved negative slippage. He was the founder and former CEO of a software firm employing more than 40 professionals that was sold to Thomson Reuters. He was formerly professor of mathematics at New Mexico State University. Roger obtained his Ph.D. in Mathematics from Australian National University.