Commodity Trading Advisors

TRADING STRATEGY
The Ultra Program is a futures strategy with a typical holding period of six to twenty-four months. The Ultra Program has near-zero correlation to Quantitative’s other investment program, the Quantitative Global Program. The Global Program has returned an annualized 18.55% net of fees over nearly six years of trading and is currently closed to new investors with $2.8 billion under management. The Ultra Program has much higher capacity due to its longer holding period, and is expected to be around 50% correlated to various major long-term trend followers. The prediction methodology underlying the Ultra Fund is not trend following and is based on the same machine learning techniques as the Global Program. The Ultra Program will initially trade futures markets across the world including financials, energies and metals. Other markets, including agricultural products, may be added at a later date. The Ultra Program expects to average returns in the high teens with an annualized volatility of 12%.

TRADING STYLE: