GesTrading Management

GT Quantitative Absolute Return

Minimum Investment
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 22.83%
Sharpe (RFR=1%) 0.38
CAROR 16.15%
Assets 79,317
Worst Drawdown -21.91
S&P Correlation 0.07


The overall goal of GT Quantitative Absolute Return Program (“GTQA”) is to achieve account appreciation through the use of an on exchange futures investment strategy. GesTrading Management, LLC’s objective will be to obtain, relatively high risk-adjusted returns through the use of automated, computer based trading systems. The trading strategy will actually consist of several “micro” automated computer strategies, coupled together, running simultaneously, to create a “macro” trading strategy called the GT Quantitative Absolute Return Program.