QM believes the most important thing is to identify temporary mis-pricings in the market by using arbitrage type strategies to introduce risk adjusted returns. The fund uses a market neutral futures trading equity index, a directional futures strategy trading all futures products and an equity market neutral strategy.
It uses a process-driven and targeted approach with efficient capital usage. Its returns are also negatively correlated with hedge fund indices.
The multi-strategy approach means the
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data