AlphaQuest UCITS Fund
The AlphaQuest UCITS Fund is advised by AlphaQuest LLC (“AlphaQuest”), a research-driven, alternative asset management firm headquartered in New York City, focused on delivering truly uncorrelated investment strategies at the intersection of mathematics, data science and investing. Founded in 2001 by chief investment officer Nigol Koulajian, the firm manages assets on behalf of some of the world’s largest institutional investors.
Through a collaborative approach to research, the AlphaQuest team combines their values – intellectual humility, transparent collaboration, rapid prototyping and knowledge continuity – to improve their understanding of Alpha and tail risk, in an effort to develop quantitative investment strategies that benefit from short-term expansions in volatility and crowding, as well as longer-term shifts in the market regime.
AlphaQuest continues to research and further broaden the application of their years of experience in measuring and capturing breakouts and breakdowns across global markets – to other asset classes, factors, investment strategies, and time frames. This includes novel ways to source convexity within commodities*, currencies, equity indices and fixed income, and other well-established systematic investment strategies. This research evolution has taken place while remaining faithful to one of their founding principles of delivering strong absolute returns that exhibit positive skew (right-tails).
*Note: to comply with UCITS regulations, AlphaQuest UCITS Fund’s exposure to commodities is through Structured Financial Instruments.
Key Contacts
AlphaQuest UCITS Fund
Nigol Koulajian
Key Points
AlphaQuest UCITS Fund – Managed Futures – Short Term
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Systematic short term momentum strategy and seeks to hedge tail risk.
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Differentiation to classical trend following with a focus on positive skew.
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Looking for volatility expansion for better hedging characteristics and Alpha generation.
Download related files
AlphaQuest UCITS Fund
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