QIM Adds New Markets, Products To Portfolio

Feb 20 2008 | 12:00am ET

Futures shop Quantitative Investment Management is adding new markets and products to its lineup.

The $2.9 billion firm plans to add new markets to its flagship Global Program, as well as its Ultra Program, which launched last August and has a longer-term holding period than its predecessor. 

In particular, the firm is interested in the grains sector, due to growing liquidity, according to partner Jaffray Woodriff. In addition, the firm is evaluating its currency strategy.

“We're also looking at some cross currencies such as euro/yen, euro/sterling and Aussie/yen," he said.

For the firm's recently launched equities program, currently trading U.S. names, Woodriff said he's looking at European and Asian stocks to further diversify the product. Woodriff said the firm, which expects to grow the $126.8 million equities program "very quickly" this year, also plans a three-times levered version.

"We're also looking to get more out of tick data this year in terms of execution and predictive inputs. So there's a lot of work currently being done with intra-day data," he said.


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