Quantmetrics Capital Management LLP

Active Alpha Strategy

Minimum Investment
Management Fee 2.00%
Performance Fee 20.00%


QM Active Alpha Fund is a quantitative event driven market neutral hedge fund. The fund aims to provide investors with long-term capital appreciation by realizing consistent short-term risk adjusted gains. The investment approach identifies and captures market inefficiencies driven by behavior of asset managers around corporate events using statistical and econometric models. The fund employs a diversified collection of trading systems with various time horizons, ranging from intra-day to a month. Disciplined risk management is built into each model, and additionally managed on a portfolio level. Whilst the focus is primarily on Europe and the US, investments are also made in Japan.