The novel coronavirus pandemic is drastically affecting life for the majority of humans around the globe currently. While this could be a one-time V-bottom recovery with normalcy returning quickly, it is likely that the ensuing structural shifts stemming from the virus will have major impacts on how institutions invest moving forward. In this special commentary, RQSI CEO and Chief Investment Officer Neil Ramsey covers essential information on navigating your investments in a post-COVID world.
Ramsey Quantitative Systems, Inc. Privacy Notice Policy Definitions The following defined terms are used throughout this Privacy Notice Policy: Clients – (1) RQSI’s separately managed accounts (“SMAs”), (2) current Investors, and (3) potential investors or prospects.Investors – Shareholders in the RQSI Global Asset Allocation Master Fund, Ltd. and the qubit Diversified Alternative Yield Fund, LP.Natural Person – A human being, as opposed to a legal entity.Non-Public Personal Information – Personally identifiable financial information, including any information a client provides to obtain a financial product or service; any information about a client resulting from any transaction involving a financial product or [...]
GAA Systematic Global Macro - 2020 CTA Intelligence Systematic Global Macro Award Winner For the third time in 4 years, Ramsey Quantitative Systems, Inc. (“RQSI”) has been the recipient of an HFM Global CTA Intelligence Award. CTA Intelligence began a new series of awards this year, launching the HFM US Quant Awards. “The awards series, which encompasses the full breadth of systematic managers – from managed futures to quant hedge funds – incorporated the seventh CTA Intelligence US Awards to reflect how the industry is changing.” (Source: HFM Global ) The RQSI GAA Systematic Global Macro fund took home the [...]
RQSI 2019 Year In Review RQSI has been in the business of delivering innovative investment solutions since 1986. Our technologies provided a great service for a number of clients in 2019. As we begin 2020, we take a look back at the past year, its ups and downs and everything in between. Our team spent most of 2019 making RQSI’s products as robust as possible and our capabilities as transparent as possible to our future investors. I’m proud of the work we’ve done. Our two primary products, GAA Systematic Global Macro and Systematic Yield, both had very good years, producing [...]
White Paper: Will the Stock Market Go Up? Will the stock market go down in the next six months? The simple answer is no, or probably not. The correct answer is sometimes, in unique situations, you have better odds of making money being short equities instead of long equities. In this paper, we will discuss a widely accepted equity valuation model - The Gordon Growth Model - and what factors can contribute to the expected returns of equities.
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 [...]
Ramsey Quantitative Systems, Inc. Privacy Notice Policy Definitions The following defined terms are used throughout this Privacy Notice Policy: Clients – (1) RQSI’s separately managed accounts (“SMAs”), (2) current Investors, and (3) potential investors or prospects. Investors – Shareholders in the RQSI Global Asset Allocation Master Fund, Ltd. and the qubit Diversified Alternative Yield Fund, LP. Natural Person – A human being, as opposed to a legal entity. Non-Public Personal Information – Personally identifiable financial information, including any information a client provides to obtain a financial product or service; any information about a client resulting from any transaction involving a [...]
RQSI 2017 Year In Review We wanted to take a moment at the close of 2017 to give an update on our strategies and how we have implemented and evolved them over the years. 2017 was an example of how our models worked in concert to produce solid returns for the first 7 months of the year when the general CTA space suffered and then continued to produce solid results for the last 5 months when trend-following worked well. You can see the full analysis of our systematic global macro fund for 2017 in the “Performance Commentary” section of this [...]
RQSI 2016 Year In Review Our annual Year In Review includes a Letter from the Manager (Mr. Ramsey), which blends several components, including a look back on our year, personal insights, market analysis and a look forward. A detailed Performance Analysis and Summary is also presented. An overview of our GAA Systematic Global Macro Fund and our firm’s philosophic drivers, round out the publication.
Dear Friends, Looking back on 2015, it seems like we just lived two different years. The first half was the year of perfection. It was as if the markets were designed to fit our models. The second half of the year was a constant battle. All in all, it was a solid year with a net return of almost 5%. We would hope for a higher return, but given the implosion in commodity prices and the choppiness elsewhere, our models simply do not react to a higher frequency chop like we saw in many markets. From a broader perspective, the [...]