US Quantitative Portfolio (UQP)
UQP trades a diversified portfolio of commodities and futures on US regulated exchanges. The program concentrates its futures trading activities to interest rate sensitive instruments, metals, softs, energy products, and currencies. Risk control is an important element in UQP trading strategy. The program has over 10 years of client trading history and is not correlated to other major asset classes or trading advisors.
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Contrarian S&P 500 Quantitative Program (CSQP)
CSQP is our newest program and concentrates its trading activities on stock index instruments. The nature of CQSP is short-term and the current trading methodology relies on an ongoing quantitative study of a database of historical prices of stock index markets and two types of analysis – pattern recognition and forecasts. Risk control is an important element in the CSQP trading strategy, as well as ongoing research designed to constantly improve and enhance the program.
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Short-Term Quantitative Portfolio (STQP)
STQP is currently in the research phase and not yet available. The portfolio is designed to be uncorrelated to UQP, and trend following in general, and exhibits a 5-day or less average holding period. It should be noted that algorithms from STQP form the basis of CSQP's trading strategy.
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