STTS-6FF - Short Term Trading Strategies

Minimum Investment
$ 10,000,000
Management Fee 0.60%
Performance Fee 20.00%


The KeyQuant STTS is a 4-day holding period, short term trend program, trading bonds, equities, rates, energies and metals futures. STTS gives access to a diversifying, profitable strategy with minimized risks and costs: * Return - Strong return over a full cycle: simulations show annualized return of 9% with a volatility of 6%. * Drawdowns - Limited drawdowns: max simulated drawdown of -6.7% based on daily returns and max monthly loss of -3.6%. * Diversification - STTS is uncorrelated to traditional asset classes and other alternative strategies including CTAs. * Convexity - Facing market drops, STTS keeps its crisis-alpha profile with a positive skewness while most liquid alternative strategies re-correlate and lose money. Strong transparency, no counterparty risk: future contracts are exchange listed. Trading signals benefit from both the research and the experience acquired by KeyQuant on the Key Trends program which has more than 13 years of strong track record outperforming peers.