PROGRAMS
|
PROGRAMS |
|
|
QFS's Alpha Programs are described briefly below: |
| Investment Strategy | Inception | Description |
| QFS CURRENCY PROGRAM | Mar 1993 |
The QFS Currency Program seeks to earn returns, over the long term, from analyzing global macroeconomic factors and buying fundamentally undervalued currencies and selling overvalued currencies (across developed and emerging markets). As opposed to a trend-based strategy, the program is based on a fundamental macroeconomic methodology to dynamically optimize expected returns of the currency portfolio while managing portfolio risk.
|
| QFS GLOBAL MACRO PROGRAM | Feb 1998 |
The QFS Global Macro Program is a top-down approach to global investing. Using dynamic asset allocation, the systematic model captures discrepancies in the valuations of asset classes caused by differences in macroeconomic fundamentals and technical factors in the currency, equity, fixed income and commodities markets.
|
| QFS FIXED INCOME PROGRAM | Apr 2005 |
The QFS Fixed Income Program is an absolute return investment strategy executed in the global fixed income markets. Positions taken are based on systematic analyses of indicators of fundamental and technical factors across the long and short ends of global yield curves.
|
| * The inception date is the month in which QFS or one of its affiliates first offered the applicable program. |
|
For more information, please see our contact page or call 1.203.983.5600 |
|
Page last updated 05/03/12 © 2011 QFS Asset Management, L.P. |
