Summary

RQSI has been developing investment strategies based on econometric, quantitative and technical trading factors for over 30 years. The RQSI GAA Systematic Global Macro program leverages our expertise and experience into a single investment product that combines a strong econometric-based asset allocation process with proven quantitative and technical inputs.

The RQSI GAA Systematic Global Macro program is a global futures based purely systematic strategy designed to provide attractive risk-adjusted returns with little or no correlation to traditional asset classes. At its core, this program seeks to take advantage of multiple levels of diversification through an understanding of how markets and sectors interrelate and the optimal frequencies of basic market anomalies. We identify and diversify unique sources of return across Style, Asset Class, Timeframe and Strategy.

The Fund applies portfolio management techniques to capture the diversifying nature of these return drivers to take into account that the four asset classes (Equities, Fixed Income, Commodities and Currencies) provide differing return streams under different economic scenarios. Furthermore, the Fund only trades highly liquid global futures to reduce execution issues and provide for scalable program growth.

The RQSI GAA Systematic Global Macro program is available in an offshore fund or separately managed account for larger investors.