Aquantum presently offers the following investment programs:
The Aquantum Commodity Spread (ACS) Program is a market-neutral CTA program which provide access to the alternative risk premium seasonality as observed in commodity markets. ACS seeks to extract seasonal patterns via market neutral intra-market spreads in the most liquid commodity futures markets which are placed according to a 100% systematic methodology.
The Aquantum Commodity Spread Energies (ACS Energies) Program trades the energy market components of the ACS strategy in a standalone program.
The Aquantum Active Range – U.S. Equity Options (AAR) Program systematically trades option combinations on the S&P 500 with the aim of exploiting market fluctuations and achieving an absolute positive return that is uncorrelated to the underlying.
The investment process of all investment programs is controlled by a set of rigorous risk management rules. One of those rules is that position sizes must be dynamic in order to produce a desired amount of return volatility.