Investment Overview
Strategy Description
Rotella Qdeck Short-term Momentum Program (“Program”) is a futures program
designed to identify and capitalize on short-term price movements in global commodity, interest rate, equity index and foreign exchange markets and was formerly known as Rotella Aquarius Program. The Program contains a blend of ideas looking to capture breakout and mean reversion behavior in the shorter time horizon using statistical and machine learning models. While the majority of the portfolio is geared towards capturing the breakout behavior, the short-term models within the portfolio generally add the ability to produce attractive risk-adjusted returns with very low correlation to traditional and alternative investment strategies alike.