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RAMSEY QUANTITATIVE SYSTEMS, INC.
RQSI Managed Futures Program |
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- CTA Name : Ramsey Quantitative Systems, Inc.
- Program Name : RQSI Managed Futures Program
- Start Date : 2003-06-01
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- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : -
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : Yes
- Mid-Term : Yes
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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Ramsey Quantitative Systems, Inc.
RQSI Managed Futures Program
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
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. Our investment philosophy is based on the premise that futures prices move due to a combination of natural macro-driven capital flows (financial vs. non-financials, 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 proprietary research to understand these sources of return, the investment strategy is designed to identify and capture alpha from trends, divergences and volatility in the futures markets.
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