Hedge Fund Awards 2016
Hedge Fund Awards 2016 105 ~ Best Diversified Investment Manager - USA & Best Diversified Trend Fund: Rotella Polaris Program Rotella Capital Management (RCM) was founded in 1995. The Polaris Program, RCM’s flagship trading program, was launched in 1991 and has traded continuously ever since. The Polaris Program is based upon Robert Rotella’s quantitative study of price trends in global futures markets and disciplined risk management methodology. Dean Crowder III spoke with us to share more insights into the firm’s products and services. All products offered by RCM are headed by a three member Investment Committee: Robert Rotella, Jagdeesh Prakasam and John Harper, who have a combined experience of nearly 60 years in quantitative investment discipline. The Investment Committee is supported by the Research Group which includes 8 research scien- tists, 10 senior technologists and 17 highly skilled supporting personnel. RCM maintains offices in Chicago and Bellevue, WA with systematic trading and investing as the primary focus for our global institutional clients. RCM employs a team approach to investment management. Together, the Investment Committee and the Research Group comprise the brain trust of RCM. Our team has experience in building successful trading strategies in both futures and cash equities. Ideas span across a wide range of alternative investment strategies: trend following, momentum, market neutral, equity long/short, volatility, smart beta and tactical trend. As a highly-experienced systematic trading firm, RCM has been building products in the alternative investments space that provide consistent, risk-adjusted returns while delivering a low correlation to traditional stock and bond markets since 1995. Every voice on the investment and research teams is important. We’ve developed an environment that gen- erates creative, quantitative thinking in model and program development. Our collaborative approach has a positive impact on research and all areas affecting client portfolios. We view risk management seriously as a fiduciary to client capital, as well as to RCM’s proprietary capital, and address managing risk with three approaches: first, we employ volatility based position sizing; second, we use equal risk budget across equity indexes, interest rates, currencies and commodities; and third, we overlay risk monitors and controls to watch for extreme tail loss and VaR, thereby preventing market level risk concentration. RCM believes it has one of finest research teams in the industry, consisting of members with diverse educational backgrounds who have advanced degrees in physics, engineering, mathematics and financial engineering. We strive to remain true to a given program’s mandate. Where RCM programs are positioned in portfolios, we seek to maximize returns, limit drawdowns and minimize potential style drift that could adversely affect returns or impact a client’s expected risk parameters. We are positive about future opportunities for the firm. RCM is getting ready to launch a systematic mul- ti-strategy program in futures and cash equities. We are committed to creating systematic programs that are cutting edge in the industry and offering investment structures that meet the needs of institutions in various geographic areas. Moreover, the unwinding of Quantitative Easing (QE) by the US Federal Reserve, coupled with an increase in QE by Europe, Japan and China may cause a global decoupling of markets across equi- ties, interest rates, currencies and commodities. This situation could become one of the best environments for divergent strategies like the Polaris Program, making it a superior addition to a portfolio of strategies that have high beta to stock and bond markets. Company: Rotella Capital Management, Inc. Contact name: Mr. Dean W. Crowder III Email:
[email protected] Web address: www.rotellacapital.com Telephone: (425) 213-5700 Rotella Capital Management
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