Monday, 1 September 2014
Last updated 3 days ago
Aug 22 2013 | 12:15pm ET
Austrian managed futures shop Qbasis has listed its Qbasis i Trend strategy on Deutsche Bank's Select platform.
The strategy, a combination of medium/long-term trend following with an intraday strategy overlay, had previously been available as a managed account.
Qbasis says the program has generated gross annualized returns of more than 22% per annum over a six-year period with “extremely conservative” risk-per-trade parameters and an average margin-to-equity ratio of 12%.
Said Qbasis co-founder Philipp Pölzl: “We very happy to be working with as prestigious a partner as Deutsche Bank, in order to offer our program to investors in a number of customisable formats. Our program was designed to have a strongly negative correlation to other investments, particularly stocks, hence why it is such an effective portfolio diversifier. This comes from being diversified at all times in over 100 liquid futures markets, having a commodity weighting in excess of 50% and employing what we call an “early trend recognition” feature that is able to recognize new trends at an early stage thus leading to higher returns in trending markets.
"The program has performed particularly well in periods of market crisis but has also performed well in upward markets and therefore still has a very positive long term return profile”
Qbasis i Trend will be available in a number of customizable formats as well as a certificate with 200% participation.
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 ...