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. 


We create portfolios that capture true Behavioral & Economic Effects in the market using proven Statistical Methods, Economic Theory and Market Knowledge in order to produce robust alpha and multidimensional diversification; our proprietary platform delivers these portfolios to investors, letting them create customize products where every aspect is transparent.


We employ Statistical Methods, Economic Theory and deep Market Knowledge in order to capture the alpha that comes from our 6 Behavioral Effects. The result is a consistent reliable return stream that remains durable through varying economic regimes and market conditions.


In order to meet the particular needs of each investor, it is imperative to diversify our sources of return across several dimensions, namely Style, Asset Class and Timeframe. This multidimensional diversification allows us to create products that serve a wide variety of purposes.

We believe most return opportunities are created by the following Behavioral & Economic effects:

Our systematic trading models aim to capitalize on these 6 effects to generate alpha for our portfolio.

We capture these broad Behavioral Effects using 12 factors: