Commodity Trading Advisors

TRADING STRATEGY
The RQSI Managed Futures Product is a purely systematic, global futures fund designed to provide attractive risk-adjusted returns with low correlation to traditional asset classes. The investment philosophy is based on the premise that futures prices move due to a combination of natural macro-driven capital flows (financial vs. nonfinancials, stocks vs. bonds and/or flows caused by currency exchange controls) and shorter term supply/demand imbalances in commodities. Further, each market has its own unique patterns and characteristics. Utilizing RQSI’s technological strengths to understand these sources of return, the investment strategy is designed to identify and capture alpha from trends, divergences and volatility in the commodity futures markets. The RQSI Managed Futures Product is available as an offshore fund or in a separate account for large investors. The fund is offered in leveraged and unleveraged versions.

TRADING STYLE: Systematic / diversified