Investment Overview
Strategy Description
Rotella Qdeck Systematic Global Macro Program (“Program”) is a tactical long only intermediate- term futures program and was formerly known as Rotella Cygnus Program. The Program allocates to equity index and interest rate futures only and trades 30+ contracts across North America, Europe and Asia. The Program picks models with concepts ranging from statistical to machine learning based ideas as it accesses the latest research ideas of Rotella’s research team that fit the overall mandate. The Program targets outperformance over an equal allocation between stock and bond portfolio on a risk-adjusted basis.