QM Multi Strategy Fund: QuantMetrics Capital Management
Identifying and capturing short-term mis-pricings are the key for the QM Multi Strategy Fund launched by QuantMetrics (QM), a London-based investment advisor company. It runs three core strategies that focus on finding small, short-term effects of mis-pricings caused by liquidity-driven moves.
QM believes the most important thing is to identify temporary mis-pricings in the market by using arbitrage type strategies to introduce risk adjusted returns. The fund uses a market neutral futures trading equity index, a directional futures strategy trading all futures products and an equity market neutral strategy.
It uses a process-driven and targeted approach with efficient capital usage. Its returns are also negatively correlated with hedge fund indices.
The multi-strategy approach means the
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