Quantitative Investment Management

Quantitative Global Program

Year-to-Date
-1.18%
Minimum Investment
$ 20,000,000
Management Fee 0.00%
Performance Fee 30.00%
Annualized Volatility 10.32%
Sharpe (RFR=1%) 0.59
CAROR 6.72%
Assets $579,000,000
Worst Drawdown -18.16
S&P Correlation 0.06

Summary

Quantitative currently employs numerous quantitative trading models that utilize pattern recognition to predict all types of price movements. All models are tested across massive data sets. Only those models that prove to be the most robust, statistically significant and conceptually diverse are used in actual trading. The resultant system of models offers signals that guide market timing and trade allocation.