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. RQSI’s GAA program is easy to understand. 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’s Custom Solutions represent the building blocks of our GAA portfolio. By decomposing GAA into its individual return drivers, we make available to clients the ability to create a custom portfolio solution tailored to their specific risk profile.
The RQSI GAA Systematic Yield program leverages our expertise and experience into a single investment product that combines multiple Yield sources for capturing non-correlated implicit and explicit yield across asset classes. Allocations to the various yield sources are managed to ensure no single source contributes disproportionally to total portfolio risk, then a macro hedge is overlaid to protect against large drawdowns. The result is a diversified source of yield-like income that is less susceptible to (rising-rate) market environments and business cycle fluctuations. Risk is managed both within the portfolio (to ensure diversification across sources of return) and at the macro-level to protect against broad market selloffs.