Monday, 28 July 2014
Last updated 1 hour 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.
Jul 8 2014 | 10:48am ET
The surge in derivatives regulation is among the most complex challenges facing the financial services industry today. Northern Trust’s Joshua Satten recently spoke with FINalternatives to share insights into the challenges presented by new regulation and explore how the industry is responding. Read more…