Responsible Investment & Corporate Social Responsibility

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Leadership Statement

Our business principles


As an independent and employee-owned company, trust, responsibility and integrity are at the core of our business principles. We aim at conducting all our business activities in a responsible and ethical manner for the benefit of our investors, employees, shareholders, the local community, and the industry.

We strive to offer investment solutions that offer maximum transparency, liquidity and capacity while avoiding unnecessary complexity in terms of modelling and the use of financial derivatives. Consequently, we refrain from investing in less liquid or more complex securities or derivatives. Additionally, we seek to implement our investment program with the least possible impact on each of the markets in which we operate. While Quantica does seek to take advantage of the medium- to long-term price trends, it does not want to be the source of such moves. In fact, we believe that one of our core responsibilities as investment managers is to implement our program with the least possible impact on each of the markets in which we operate. We want to contribute to their efficient functioning by providing liquidity and facilitating price discovery.

Responsible Investment Policy

ESG factors of our investment decisions

Supports our investors in meeting their own Responsible Investment objectives
Does not compromise the portfolio’s overall risk/return characteristics
Can be implemented in a fully systematic way and in line with our investment mandates

The process for evaluating the inclusion of ESG factors is data-driven and subject to the same rigorous quantitative testing requirements that apply to any other of the firm’s research projects. We do not hold any single stock or corporate debt positions; our investment universe is exclusively composed of the most liquid futures on equity indexes, sovereign bonds, short-term interest rates, currencies and commodities. There is hence no opportunity for Quantica Capital to take any active ownership or to exercise voting rights in any underlying entity.


Quantica recognizes that different investors may have different views about integrating ESG factors into their investment universes. We are committed to providing access to our flagship investment program (the QMF Program) through a wide array of investment solutions, from commingled funds to separately managed accounts.

For instance, recognizing the trend amongst a certain category of investors towards excluding commodities from their investment universes, Quantica launched in 2018 the QMF Focus Fund, a replication of its flagship QMF Program, but without the possibility to invest in commodity related futures. Similarly, the firm’s segregated managed accounts and dedicated fund share classes offer additional flexibility in accommodating specific ESG objectives and requirements, subject to certain operational and investment management constraints. To summarize, Quantica is fully committed supporting its investors in their own ESG considerations and their implementation of specific PRIs.

Finally, as we are driven by continuously improving and challenging our fully systematic investment process, we are similarly committed to continuously improving and challenging our responsible investing principles. We actively engage with clients, peers and relevant industry bodies (such as PRI, SBAI and AIMA) to embrace and promote best practices, innovations, and developments for the benefit of all our stakeholders.

Quantica’s Responsible Investment Policy

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Quantica Capital, UNPRI signatory since 2019