QTS Capital Management, LLC

QTS Partners, L.P.

Minimum Investment
$ 100,000
Management Fee 0.00%
Performance Fee 15.00%


Absolute returns, multi-strategy commodity pool. Algorithmic and quantamental strategies. Focus on highly liquid instruments with predominantly intraday positions. Low correlation with equity market index. Low volatility and low leverage (currently <=1). No management fee. Monthly redemptions. The performance data for the period from January to June 2011 represents the performance of Ernest Chan’s personal brokerage account, and is not Pool performance. However, the strategies deployed in this account are substantially the same as the initial strategies deployed in the Pool. The performance data for the period from July 2011 onwards represents returns of the Pool net of all fees and expenses. Performance data for the period January 2012 onwards are audited. All returns are filed quarterly with the National Futures Association.