Hedge Funds

QIM unveils juiced-up longer-term futures strategy


Quantitative Investment Management has launched a managed futures fund that will offer more capacity and a longer investment horizon than its flagship program.

JaffrayWoodriff, co-founder of QIM and portfolio manager of both the flagship global program and the new fund uses price history to trade futures in 27 markets. The firm trades stock-index, interest-rate, metals and energy futures, as well as cash currencies. It does not trade single-stock futures.

The new Quantitative Ultra Fund will have the potential to manage as much as $5 billion to $10 billion in leveraged assets. The flagship uses average margin to equity of 13%. The