Minimum Investment
$ 1,500,000
Management Fee 1.80%
Performance Fee 15.00%

Summary

QLO Capital runs a global systematic strategy with 80% of its risk allocated to a quantitative framework of 9 strategies and 20% to a negatively correlated, discretionary, global macro overlay. This approach ensures a consistently well diversified portfolio. Both books utilize liquid products, predominantly futures across all asset classes; fixed income, equities, currencies, and commodities, encompassing approximately 90-100 different contracts.