QTS Capital Management, LLC

AT-Research Managed Futures Fund, LP

Minimum Investment
$ 100,000
Management Fee 0.25%
Performance Fee 12.50%

Summary

AT-Research Managed Futures Fund LP (ATRMFF) is a trend-focused, multi-strategy fund providing exposure to managed futures trend following—typically uncorrelated to equities and (historically) a source of crisis alpha. By integrating diversifier strategies, the fund seeks to enhance risk-adjusted returns, while continuing to provide diversification for investors in traditional asset classes. Before January 1, 2025, its General Partner was T2AM LLC, led by notable quant finance author and fund manager Rishi Narang.

Key Objectives:
• Managed futures trend-following.
• Diversification & low correlation to equities.
• Crisis alpha during market downturns.

DISCLAIMER: THIS MATERIAL IS SOLELY INTENDED FOR USE BY PERSONS MEETING THE DEFINITION OF A “QUALIFIED ELIGIBLE PERSON” AS STATED IN CFTC REGULATION 4.7.

Prior to January 1 2025 the General Partner of the AT-Research Managed Futures Fund LP was T2AM LLC. Performance is calculated by taking actual AT-Research Managed Futures Fund, LP gross monthly returns and applying an annual management fee of 0.25% (taken monthly) and 12.5% incentive fee, taken monthly, subject to high water mark. All estimated net return information is computed after deduction of all expenses charged, including, without limitation, all accrued management fees and performance fees. Performance is shown net of all fees and expenses.

All investments involve risk, including the loss of principal. There can be no assurance that the Pool will achieve its objectives or that an investor will receive a return of all or part of its investment. We currently can only accept clients who are Qualified Eligible Persons defined in CFTC Rule 4.7.

This material does not constitute an offer or the solicitation of an offer to purchase an interest in AT-Research Managed Futures Fund, L.P., which such offer will only be made via a confidential private placement memorandum (the “Memorandum”). There is no secondary market for interests in the Pool and none is expected to develop. All statements herein are qualified in their entirety by reference to the Memorandum, and to the extent that this document contradicts the Memorandum, the Memorandum shall govern in all respects. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.