RQSI GAA Systematic Global Macro Program

The RQSI GAA Systematic Global Macro program (“GAA”) is a purely systematic, global futures strategy designed to provide attractive risk-adjusted returns with little or no correlation to traditional asset classes. At its core, this program seeks to take advantage of multiple levels of diversification by leveraging a deep understanding how markets and sectors interrelate and the optimal frequencies of basic market anomalies. 

RQSI has been engaged in developing investment strategies based on econometric, quantitative and technical trading factors for over 20 years. The Fund represents a fusion of our expertise and experience into a single investment product that combines a strong econometric based asset allocation process to proven quantitative and technical inputs. The Fund invests in Global Equities, Global Fixed Income, Commodities and Currencies and focuses on three main market drivers:

  • Econometric
  • Technical
  • Relative Value

The Fund recognizes that at times there are inherent conflicts and contradictions between these three drivers of return and allows the interaction of these drivers to develop on a continuum basis taking into account the fact that the four asset classes – Global Equities, Global Fixed Income, Commodities and Currencies, provide differing return streams under different economic scenarios.

We think of our opportunity set for research as the intersection of Economic Theory, Market Knowledge and Statistical Methods.

 

We identify and diversify unique sources of return across Style, Asset Class and Timeframe:

The RQSI GAA Systematic Global Macro Program is available in an offshore fund or in a separate account for large investors.