As pioneers in the field of multifactor modelling, Dr. Frey and the FQS team have developed advanced quantitative tools designed to bring objectivity, discipline and superior insights to alternative investment analysis.
From our resulting research, we have developed two fund of hedge fund portfolios that offer investors exposure to uncorrelated hedge fund strategies.
Our ‘Fund of Quants’ allocates its assets exclusively to underlying managers who employ quantitatively based trading processes, expressed primarily via liquid equity instruments. The Fund is a concentrated portfolio investing in up to 15 underlying funds. The Fund seeks to generate a positive absolute return with a high Sharpe ratio and low correlation to broader market indices. Results achieved through the utilization of proprietary quantitative technology, portfolio optimization and risk management.
Our ‘Multi Strategy Fund’ is a diversified, multi-strategy, fund of hedge funds. The portfolio is quantitatively designed to generate attractive long term returns, independent of the market, while withstanding short term market volatility. Results achieved through the utilization of proprietary quantitative technology, portfolio optimization and risk management.