Friday, 29 August 2014
Last updated 10 hours ago
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.
Aug 25 2014 | 11:21am ET
As many of you know, FINalternatives was recently acquired by the owners of Futures magazine, a firm called The Alpha Pages LLC. Today marks the soft-launch of a new sister site for both publications. As its name suggests, The Alpha Pages will cover all types of alternative investments, going far beyond the more well-known ones such as hedge funds and private equity. Read more…
Commodities/Futures magazine launched at the precipice of a revolution in the futures industry—really a revolution in the idea of risk management—that would move it from a small niche industry to ...