Systematic Macro Programme ("SMP")
QCM’s Systematic Macro Programme (formerly known as Global Diversified Programme, GDP) is its majorly upgraded flagship product that commenced trading in December 1995. The upgrades were implemented in November 2018. The SMP trades 116 exchange-traded Financial and Commodities futures in exchanges worldwide.
It was overhauled through a three-year research deep-dive into the engineering of the QCM trading strategies and systems. Component by component, we re-examined, re-thought and re-learnt from the market experience of the Great Recession and its consequent sustained low to negative rates that adversely affected volatility and market opportunity.
An effort that not only substantially refines and enhances what we had - but builds on it. We open up new sources of alpha by implementing a suite of independent and uncorrelated tools.