Rotella Molinero Launches $25M Multi-Strat Futures Program

Jul 9 2012 | 8:33am ET

Robert Rotella and Rafael Molinero have joined forces to launch the $25 million Rotella Molinero MultiQuant Futures Program.

The futures and foreign currency multi-strategy product will be run by Rotella Molinero, a joint venture of Rotella Capital Management and Molinero Capital Management, with Rotella as chairman and Molinero as CEO and CIO.

The progam employs a proprietary algorithm to allocate to an initial portfolio of eight distinct trading strategies—momentum/trend following, relative value, mean reversion, counter-trend, statistical quantitative, cycle forecasting, digital signal processing and dynamic allocation models—managed by the two firms. The program offers daily liquidity and independent mark-to-market valuations of portfolio positions.

Said Rotella, in a statement: “The joint venture is a natural extension of the longstanding relationship Rafael Molinero and I have built based on our shared philosophies on research, trading and risk management. The MultiQuant program is expected to provide investors with access to Rotella Capital’s and Molinero Capital’s most compelling research packaged in a product that has novel features for the futures industry.”

Both Rotella Capital Management and Molinero Capital Management will continue to operate as independent entities serving their respective clients.

 


In Depth

Creating An Offshore Hedge Fund Dream Team: The Seven Key Players

Jun 26 2015 | 6:47am ET

If you want to set up an offshore hedge fund, like any great team, you’re only...

Lifestyle

Hedgies Set to Compete in Wall Street Decathlon

Jun 8 2015 | 12:37am ET

The Wall Street Decathlon — a 10-event physical challenge that will crown “Wall...

Guest Contributor

6 Essential Principles To Balance Your Investment Risk

Jun 26 2015 | 10:07am ET

In this article, financial expert Greg Silberman explores how to hedge a private...

 

Editor's Note