RQSI 2018 Year In Review

If we have to lose money, we had better at least learn something doing it. 2018 is over and we made as much progress as ever in understanding the true essence of what we do. We have spent the past 5 years in the top decile of systematic global macro traders and, this year, we are more slightly below middle of the pack. While we would have liked to have been a little smarter this year, the problem with being 'smarter' – or different than we were – is that the 'smarter' version is prone to other risks in a different form. Still, we continued to learn a lot about how we take risk, and how we want to take risk moving forward.