Minimum Investment
$ 167,000
Management Fee 0.50%
Performance Fee 20.00%

Summary

QTS Tail Reaper is a fully automated, intraday trading program designed to capture opportunities during extreme (‘tail’) movements in the U.S. equity market index. The strategy trades E-mini S&P 500 futures (ES) and is designed as a potential diversifier for portfolios with positive equity beta exposure, particularly during periods of market stress. Key Objectives: - No overnight positions. - Convex/long volatility. - Portfolio protection in a crisis market.