Maximizing long-term returns
We aim to design and implement the best possible systematic trend-following investment products in highly liquid, global markets, offering investment solutions with the best possible long‑term rate of return while adhering to strict risk management techniques, to the benefit of our investors and all our stakeholders.
Swiss, independent, consistent and transparent
The beauty of our investment approach is that it offers an uncorrelated source of absolute returns over the long term, as well as smart diversification to conventional asset classes and hedge fund strategies.*
Dr Bruno Gmür
Founder and CIO at Quantica Capital
* Disclaimers Apply
Why choose us to cooperate with
Consistency
One of the key factors of Quantica’s sustained success is consistency and robustness in the strategic development of the Quantica Managed Futures Program. Since 2005, we have held on to our original conviction about systematically capturing relative trend inefficiencies in the most liquid futures markets globally.
Uniqueness
Our approach to trend-following is risk-based and seeks to capitalize on a robust and stable identification of trending and diverging markets. Our robust and proven investment process delivers style-consistent trend-following returns with a high potential to outperform.
Efficiency
The approach’s bottom-up portfolio construction and risk management processes lead to a gradual daily rebalancing of positions, depending on the relative attractiveness and risk characteristics of each market traded. The implementation process in exchange-traded and liquid markets is highly efficient, leading to minimal turnover and low transaction costs.
Publications
October 3, 2024The Additional Benefits of Trend-Following When Interest Rates are HighWhy a higher cash rate makes trend-following more – and not less – attractive.
June 18, 2024Negative Crisis Beta and the Hidden Market Timing Ability of Trend-following CTAsThe contribution of trend-following equity beta to risk mitigation.
March 14, 2024Trend-Following and Risk Factor Diversification in 2022 and 2023 : a Tale of Two ExtremesThe relationship between trend-following performance, the number of independent risk factors and investment universe diversification.