Investment Overview
Strategy Description
Quanterra is a systematically driven market neutral fund which deploys three investment strategies: (1) a Stat Arb strategy focused on exploiting historical and statistically reoccurring inefficiencies between correlated securities; (2) a Volatility strategy focused on generating profits from the term structure of risk premia in the volatility derivatives markets combined with a hedging strategy focused on capturing high returns during times of market stress; and (3) an Income strategy designed to provide stable returns by collecting stock loan rebates from hard to borrow equities and the differences between implied and actual dividends.