After seeing assets under management drop from near $1 billion to $55 million in two years, quantitative hedge fund Quality Capital Management (QCM) is now finding a market environment they like. As previously reported in ValueWalk, the firm has been staging a comeback amid rocky market environments. After superlative performance during the 2008 crisis, managed futures generally struggled until 2014, when it went on another strong run. Many managers struggled to maintain their assets under management during the period as a result of generally lackluster performance. QCM’s Diversified Programme up 12.65% YTD QCM is no different from other managed futures CTAs…
After Losing over 90% of their Assets, Quantitative Hedge Fund QCM Roars Back
Mark Melin
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.