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Alternative Market Briefing

Quest Partners outperforms CTA indices for a strong start to the year

Friday, July 19, 2013

Bailey McCann, Opalesque New York:

New York-based CTA, Quest Partners has put up a strong start for 2013. According to sources familiar with the fund, the AlphaQuest Original Program is up 15% year-to-date. The performance has been solid across both the AlphaQuest Short Term (+13.3%) as well as the AlphaQuest Long Term (+12.6%) programs. The firm has also launched a new program - Quest Equity Neutral (QEN) based on the equity hedging thesis put forward by the firm, that Opalesque previously reported on.

The performance is notable given that the BTOP50 and Newedge CTA Indices are generally flat YTD; -0.2% and +0.9%, respectively. Quest’s models use technical and fundamental inputs to identify trading opportunities and manage risk allocations on a continuous basis. The models exploit market inefficiencies using trend following, mean reversion, carry and periodicity strategies. The firm manages short and long term programs, as well as an FX program in addition to the new Quest Equity Neutral launch.

The AlphaQuest Original Program has approximately $43m in assets under management. The firm itself has approximately $843m in AUM. Total return since inception in 1999 for the AQ Original Program is 474.6%. The AQ Short Term Program has approximately $142m AUM. The AQ Long Term Program has approximately $26m AUM.

In May, Opalesque reviewed a rese......................

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