Consistent outperformance for 15 years

Smart diversification

Research-backed systematic approach

Uncorrelated to traditional markets

Research is our passion

Strategy

We apply a research-driven and fully systematic investment approach to the most liquid global futures markets. We offer maximum diversification, liquidity and transparency to our investors.

Our flagship trend-following program, the Quantica Managed Futures (“QMF”) Program, was launched in 2005.

Since its inception, the QMF program has delivered robust risk-adjusted returns with low long-term correlation to equity markets and with a high Sharpe ratio consistently outperforming the CTA industry’s benchmarks.

Mission and Investment Philosophy

Quantica Capital integrates research with the investment and risk management through a unified systematic approach.

The center of our investment philosophy is the conviction that quality risk-adjusted returns can be systematically exploited. We analyze liquid markets across asset classes to identify those that exhibit relative out- or underperformance. Such trends that occur over a couple of weeks to months are, as can be empirically shown, the result of global capital flows.

Investment and Risk Management

Our proprietary approach applies unique data analysis, portfolio construction and risk management techniques using fully systematic and solely price-driven models.

  • Our risk-based approach identifies relative trends and divergent markets.
  • It adjusts positions on a daily basis.
  • As a result, the QMF program has produced consistent returns across different equity market cycles.

Research

The application of mathematics and economics is the foundation of our investment approach.

  • We place utmost importance on the ability to adapt to ever-changing market environments and to ensure that our return expectations remain constant.
  • As a result, the QMF program can serve as a reliable long-term diversifier for equity and alternatives portfolios through different market cycles.
  • We apply research to identify potential new opportunities and findings that ensure our cutting edge in the future.

Insights 

Find out more about our publications, press coverage, awards and relevant events.

Publication

Press coverage

Awards

About us

We are a Swiss-based alternative asset manager specialized in systematic investment strategies. Since 2005, the Quantica Managed Futures Program has delivered significant and sustained outperformance.

Dr Rainer A. Rüppel, President of the Board
Dr Rüppel is an entrepreneur and investor with a focus on technology and finance. He is a founder or co-founder of several companies and holds several board positions.
His background is computer science and applied mathematics. He holds a Ph.D. from the Swiss Federal Institute of Technology (ETH Zurich) and was Assistant Professor at the University of California in San Diego (UCSD).

 

Dr Bruno Gmür, Chief Investment Officer

Dr Bruno Gmür is the founder and Chief Investment Officer of Quantica Capital. Previously, he held positions at Swiss Re in financial reinsurance structuring and at Bank Julius Baer, where he was head of the quantitative team in the chief investment office and a voting member of the bank’s strategic asset allocation committee. Before that, he was teaching graduate courses in game theory and financial economics at the University of Zurich.
Bruno holds a Ph.D. in financial economics from the University of Zurich (Dr. oec. publ., “summa cum laude”) and a master degree in mathematics from the Swiss Federal Institute of Technology (ETH Zurich). He is a qualified actuary and full member of the Swiss Association of Actuaries.

bruno.gmuer@quantica-capital.com

 

Markus Gonseth, Board Member

Markus Gonseth is a member of the Board of Directors of Quantica Capital. He previously was CEO at Infidar Investment Advisory Ltd that became WMPartners in 2015 and was later integrated into Bank Julius Bär. He was further Member of the Foundation Board and Chairman of the Investment Board of the bank’s Pension Fund.
Markus Gonseth has more than 40 years of investment and asset management experience. He holds a Bachelor in Business Administration from Zurich City Business School.

Patrick J. Aregger, Chief Executive Officer

Patrick J. Aregger is Chief Executive Officer at Quantica Capital. He was previously with a Zurich based family office, where as CEO and Partner he managed to successfully build-up and further develop the company’s business both in Germany and Switzerland. Prior to that Patrick was Partner and Head of Distribution at Horizon21. This was after Noble Investments Switzerland, a company co-founded by Patrick and specialized in structuring and distributing hedge funds products, was acquired by the group.
Patrick had started his career in financial services in 1999 with Man Investment Products as a Global Business Development Manager after having spent close to a decade as physical commodities trader mostly in Asia.

patrick.j.aregger@quantica-capital.com

 

Dr Bruno Gmür, Chief Investment Officer

Dr Bruno Gmür is the founder and Chief Investment Officer of Quantica Capital. Previously, he held positions at Swiss Re in financial reinsurance structuring and at Bank Julius Baer, where he was head of the quantitative team in the chief investment office and a voting member of the bank’s strategic asset allocation committee. Before that, he was teaching graduate courses in game theory and financial economics at the University of Zurich.
Bruno holds a Ph.D. in financial economics from the University of Zurich (Dr. oec. publ., “summa cum laude”) and a master degree in mathematics from the Swiss Federal Institute of Technology (ETH Zurich). He is a qualified actuary and full member of the Swiss Association of Actuaries.

bruno.gmuer@quantica-capital.com

 

Dr Philipp Keller, Chief Operating Officer

Dr Philipp Keller is Chief Operating Officer (COO) at Quantica Capital. He was previously responsible for Financial Risk Management at Deloitte. Before that, he held various leading positions, amongst others as Managing Partner at Ernst&Young and as a Member of the Board and Head of Research and Development at the Federal Office of Private Insurance (today’s insurance department of the Swiss Financial Market Supervisory Authority FINMA). Simultaneously, he is a Capital and Monetary Markets Advisor to the International Monetary Fund. He started his career in the actuarial department at Swiss Re Life & Health. Philipp holds a Ph.D. in mathematics from the Swiss Federal Institute of Technology (ETH Zurich) in dynamical systems and numerical analysis.

philipp.keller@quantica-capital.com

 

Karin Jans, Head of Business Development

Karin Jans is Head of Business Development and Investor Relations at Quantica. She was previously a Senior Relationship Manager with Union Bancaire Privée, covering institutional clients in German speaking Switzerland. Karin has more than ten years of experience in the alternative investment industry. Prior to joining UBP, she worked as a Senior Relationship Manager for BlackRock. She started her career in 2003 at Swiss Re, where she worked in the company’s private equity unit as a Client Services Specialist and later as a Senior Relationship Manager.
Karin holds a Bachelor Degree from the University of Applied Sciences in Zurich and is a CFA charterholder.

karin.jans@quantica-capital.com

 

Fabien Vouilloz, Head of Investment Operations

Fabien Vouilloz is Head of Investment Operations. Before joining Quantica, Fabien worked as a portfolio manager for the portfolio construction team in the Wealth Management division of UBS. Prior to that, he worked as a quantitative analyst in the statistical market risk methodology team at UBS Investment Bank. He holds a master's degree in mathematics from the Swiss Federal Institute of Technology (EPFL).

fabien.vouilloz@quantica-capital.com

 

Dr Artur Sepp, Director of Research

Dr Artur Sepp is responsible for Research at Quantica Capital AG. Previously, he worked at Julius Baer in Zurich as a Senior Quant Strategist developing algorithmic solutions and strategies for trading and portfolio advisory. Beforehand, Artur worked in leading roles as a Front Office Quant Strategist for equity and credit derivatives trading at Bank of America Merrill Lynch in London and Merrill Lynch in New York. Artur holds a PhD in Mathematical Statistics from University of Tartu, an MSc in Industrial Engineering and Management Sciences from Northwestern University, and a BA in Mathematical Economics from Tallinn University of Technology. Artur’s research and expertise are on econometric data analysis, statistical machine learning and computational methods along with corresponding technology and applications for quantitative trading, wealth management and asset allocation. He is the author and co-author of several research articles on quantitative finance published in key journals and he is known for his contributions to stochastic volatility and credit risk modelling. He is a member of the editorial board of the Journal of Computational Finance.

artur.sepp@quantica-capital.com

 

Dr Bruno Gmür, Chief Investment Officer

Dr Bruno Gmür is the founder and Chief Investment Officer of Quantica Capital. Previously, he held positions at Swiss Re in financial reinsurance structuring and at Bank Julius Baer, where he was head of the quantitative team in the chief investment office and a voting member of the bank’s strategic asset allocation committee. Before that, he was teaching graduate courses in game theory and financial economics at the University of Zurich.
Bruno holds a Ph.D. in financial economics from the University of Zurich (Dr. oec. publ., “summa cum laude”) and a master degree in mathematics from the Swiss Federal Institute of Technology (ETH Zurich). He is a qualified actuary and full member of the Swiss Association of Actuaries.

bruno.gmuer@quantica-capital.com

 

Dr Philipp Keller, Chief Operating Officer

Dr Philipp Keller is Chief Operating Officer (COO) at Quantica Capital. He was previously responsible for Financial Risk Management at Deloitte. Before that, he held various leading positions, amongst others as Managing Partner at Ernst&Young and as a Member of the Board and Head of Research and Development at the Federal Office of Private Insurance (today’s insurance department of the Swiss Financial Market Supervisory Authority FINMA). Simultaneously, he is a Capital and Monetary Markets Advisor to the International Monetary Fund. He started his career in the actuarial department at Swiss Re Life & Health. Philipp holds a Ph.D. in mathematics from the Swiss Federal Institute of Technology (ETH Zurich) in dynamical systems and numerical analysis.

philipp.keller@quantica-capital.com

 

Dr Marcus Wunsch, Portfolio Manager

Dr Marcus Wunsch is Portfolio Manager and Researcher at Quantica Capital AG. Prior to joining Quantica, he held positions as a Quantitative Investment Analyst and Quantitative Risk Specialist at UBS in Zurich. He was a senior postdoctoral fellow at ETH Zurich and a post-doctoral fellow at the Research Institute of Mathematical Sciences at Kyoto University in Japan. His research has been published in several prestigious mathematical journals. Marcus obtained a Ph.D. in Applied Mathematics from the University of Vienna in 2009.

marcus.wunsch@quantica-capital.com

 

Fabien Vouilloz, Head of Investment Operations

Fabien Vouilloz is Head of Investment Operations. Before joining Quantica, Fabien worked as a portfolio manager for the portfolio construction team in the Wealth Management division of UBS. Prior to that, he worked as a quantitative analyst in the statistical market risk methodology team at UBS Investment Bank. He holds a master's degree in mathematics from the Swiss Federal Institute of Technology (EPFL).

fabien.vouilloz@quantica-capital.com

 

Fabien Vouilloz, Head of Investment Operations

Fabien Vouilloz is Head of Investment Operations. Before joining Quantica, Fabien worked as a portfolio manager for the portfolio construction team in the Wealth Management division of UBS. Prior to that, he worked as a quantitative analyst in the statistical market risk methodology team at UBS Investment Bank. He holds a master's degree in mathematics from the Swiss Federal Institute of Technology (EPFL).

fabien.vouilloz@quantica-capital.com

 

Dr Marcus Wunsch, Portfolio Manager

Dr Marcus Wunsch is Portfolio Manager and Researcher at Quantica Capital AG. Prior to joining Quantica, he held positions as a Quantitative Investment Analyst and Quantitative Risk Specialist at UBS in Zurich. He was a senior postdoctoral fellow at ETH Zurich and a post-doctoral fellow at the Research Institute of Mathematical Sciences at Kyoto University in Japan. His research has been published in several prestigious mathematical journals. Marcus obtained a Ph.D. in Applied Mathematics from the University of Vienna in 2009.

marcus.wunsch@quantica-capital.com

 

Monirith Khieu, Head of Technology

Monirith Khieu is Head of Technology in the Investment Operation team. Before joining Quantica Capital AG, Monirith was business process expert at Credit Suisse in the sales and trading departement. Prior to that, he held different technology positions at JP Morgan Asset Management in London, Thomson Reuters in Singapore and Credit Agricole CIB in Paris. He holds a master degree in Software Science & Technology and a master degree in Statistics and Finance from the Université Pierre & Marie Curie in Paris.

monirith.khieu@quantica-capital.com

 

Paul Müller, Full Stack Software Engineer

Paul Müller is a full stack software engineer in the Investment Operation team. Before joining Quantica Capital AG, Paul was a data analyst at Finance-Doc Multimanagement AG working on smart data and visualization tools. He holds a master degree in applied mathematics from the engineering school Ecole Centrale de Marseille.

paul.muller@quantica-capital.com

 

Karin Jans, Head of Business Development

Karin Jans is Head of Business Development and Investor Relations at Quantica. She was previously a Senior Relationship Manager with Union Bancaire Privée, covering institutional clients in German speaking Switzerland. Karin has more than ten years of experience in the alternative investment industry. Prior to joining UBP, she worked as a Senior Relationship Manager for BlackRock. She started her career in 2003 at Swiss Re, where she worked in the company’s private equity unit as a Client Services Specialist and later as a Senior Relationship Manager.
Karin holds a Bachelor Degree from the University of Applied Sciences in Zurich and is a CFA charterholder.

karin.jans@quantica-capital.com

 

Jan Walkiewicz, Relationship Manager

Jan Walkiewicz is a Relationship Manager at Quantica Capital. Before joining Quantica, Jan worked as a Hedge Fund Specialist at UBS Switzerland AG. Prior to that, he was as a Relationship Manager at Fundbase Fund Services AG, a financial technology company focused on alternative investments. He started his career as an analyst and commodity derivatives trader at OSTC Group. Jan is a CAIA charterholder.

jan.walkiewicz@quantica-capital.com

 

Melanie Garrido, Investor Relations & Office Manager

Melanie Garrido is Office Manager and Assistant Business Development at Quantica Capital. Before joining Quantica, Melanie worked as a Customer Service Associate and Supply Network Planner at JT International SA in Geneva and as an Artwork Assistant at Unilever in Schaffhausen. She is fluent in French and holds a Cambridge Certificate of Proficiency in English.

melanie.garrido@quantica-capital.com

 

Nicole Marbot, Investor Relations & Office Manager

Nicole Marbot is Office Manager and Assistant Business Development at Quantica Capital. Before joining Quantica, Nicole worked in the marketing department where she was responsible for translations and print media at Generali Insurance. She has a degree in communication. Nicole is studying Executive Assistant at the Business School in Zurich.

nicole.marbot@quantica-capital.com

 

Melanie Garrido, Investor Relations & Office Manager

Melanie Garrido is Office Manager and Assistant Business Development at Quantica Capital. Before joining Quantica, Melanie worked as a Customer Service Associate and Supply Network Planner at JT International SA in Geneva and as an Artwork Assistant at Unilever in Schaffhausen. She is fluent in French and holds a Cambridge Certificate of Proficiency in English.

melanie.garrido@quantica-capital.com

 

Françoise Lang, Accountant & Office Manager

Françoise Lang is Accountant and Office Manager at Quantica Capital. Before joining Quantica, Françoise worked as a trustee at Klauser & Partner AG in Schaffhausen. Françoise is a Swiss certified trustee. She is fluent in English.

francoise.lang@quantica-capital.com

 

Nicole Marbot, Investor Relations & Office Manager

Nicole Marbot is Office Manager and Assistant Business Development at Quantica Capital. Before joining Quantica, Nicole worked in the marketing department where she was responsible for translations and print media at Generali Insurance. She has a degree in communication. Nicole is studying Executive Assistant at the Business School in Zurich.

nicole.marbot@quantica-capital.com

 

Organization

We are a privately held company, focusing on the alignment of interests between investors, employees and shareholders alike and are dedicated to accurately and timely comply with applicable law and regulation.

Memberships and regulation

Quantica Capital AG is regulated and licensed as an asset manager of collective investment schemes by the Swiss Financial Market Supervisory Authority (FINMA). It is also a member of the National Futures Association (NFA), registered as a Commodity Trading Advisor (CTA) and Commodity Pool Operator (CPO) with the Commodity Futures Trading Commission (CFTC).

Quantica Capital AG is a member of the Alternative Investment Management Association Limited (AIMA), signatory of the Standards Board for Alternative Investments (SBai) and the United Nations supported Principles for Responsible Investment (UNPRI). The company is further a member of the Swiss Funds & Asset Management Association (SFAMA).

Sustainability

Our organization and efforts towards a sustainable future.

At Quantica Capital AG, we are committed to conducting our business operations and implementing our investment strategy by taking into consideration environmental, social and governance (ESG) factors for the benefit of our shareholders, employees and the public.

We show our commitment to sustainability by taking tangible measures. The use of public transportation is supported and we aim to be conscious about the amount of air travel. We believe in providing our employees the opportunity to work in a healthy and balanced work environment and encourage continued education for all employees. Our ESG achievements are tracked on an ongoing basis and we participate in various forums with the goal to progress steadily and to be at the forefront of responsible investing.

Responsible Investments

  • We offer our clients investment solutions that take into account ESG metrics. Quantica’s products invest in regulated and supervised markets only and we continuously monitor the markets as to their compliance to our standards. Our ESG committee screens various initiatives as well as assesses investments regarding prevailing ESG policies and guidelines.
  • Quantica Capital AG received an A-rating for “responsible investment strategy and governance” in 2019 from UNPRI.

Careers

Currently there are no job openings available.

Contact 

Tel: +41 44 556 69 00

Zurich Branch

Bärengasse 29
8001 Zürich
Switzerland

Domicile

Freier Platz 10
8200 Schaffhausen
Switzerland

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