Investment Overview
Strategy Description
Rotella Qdeck Equity Tail Diversifier Program (“Program”) is a systematic futures program that is designed to identify and capitalize price movements in both bull and bear markets in equity index futures across the globe. The Program was formerly known as Rotella Eta Carinae Program. The models are a blend of ideas looking to capture trend, breakout and mean reversion behavior in the short and medium term time horizon. All models trade with an equal weighting to the three geographical regions of Asia/Pacific, Europe and North America. It is designed to provide attractive risk-adjusted returns with low downside correlation to both traditional global stock market benchmarks and trend following CTA strategies.
