Quantam SA

Quantam GSA Multistrategy x1

Year-to-Date
N/A
Minimum Investment
100,000
Management Fee 1.00%
Performance Fee 20.00%
Annualized Volatility 2.56%
Sharpe (RFR=1%) 0.32
CAROR 1.80%
Assets 0
Worst Drawdown -7.33
S&P Correlation -0.17

Summary

Global Statistical Arbitrage (GSA) offered by Quantam is a high frequency systematic program managed through models supervised by their experienced managers, applying numerous systematic strategies. These strategies are based on the statistically proven persistent existence of very short term behaviours in market prices. The automats take long & short positions on the most liquid electronic futures contracts worldwide, sending numerous trading orders per day. Quantam has invested in an intense R&D program that constantly tracks new opportunities. Quantam’s GSA program is diversified across many markets (stocks, interest rates, forex and commodities), offers transparency, daily liquidity, and seeks for absolute performance (>5%) with both low volatility (<5%) and correlation.