Wed, May 25, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

New joint venture Rotella Molinero launches, starts MultiQuant Futures Program

Friday, July 13, 2012
Opalesque Industry Update: Rotella Molinero LLC, a joint venture formed by Rotella Capital Management Inc. and Molinero Capital Management LLP.  Rotella Molinero LLC is born of a long standing relationship between its founders, Robert Rotella and Rafael Molinero, and their respective teams.  Mr. Rotella and Mr. Molinero combine their market insight, research experience and firm resources to offer a unique and innovative futures and foreign currency multi-strategy product named the Rotella Molinero MultiQuant Futures Program.

Robert Rotella, Chairman of Rotella Molinero and CEO of Rotella Capital Management, “The joint venture is a natural extension of the longstanding relationship Rafael Molinero and I have built based on our shared philosophies on research, trading and risk management.  The MultiQuant program is expected to provide investors with access to Rotella Capital’s and Molinero Capital’s most compelling research packaged in a product that has novel features for the futures industry.”

Rafael Molinero, CEO & CIO of Rotella Molinero and CEO of Molinero Capital Management, "My team and I are very excited about the launch of the Rotella Molinero MultiQuant Futures Program and about the new venture with Rotella Capital Management.  The MultiQuant Futures Program combines the strategies and research capabilities of both firms to create what we feel to be a strong and unique offering for the investment community.  This undertaking was born out of mutual respect and shared values and I am happy to work closely again with Robert Rotella and the team at Rotella Capital Management."

The primary features of the Rotella Molinero MultiQuant Futures Program include:

  • Diversification across multiple portfolio managers, trading programs, time-frames, and asset classes.
  • Performance netting between underlying trading programs with no additional layering of fees.
  • Improved risk-adjusted returns derived from the firm’s proprietary Quantitative Systematic Allocation Algorithm.
  • In-depth understanding of underlying strategies and models.
  • Position and risk aggregation across programs, strategies, and markets.
  • Daily liquidity.
  • Independent mark-to-market valuations of portfolio positions.

Launched mid June 2012 with $25 million USD in seed capital, the Rotella Molinero MultiQuant Futures Program initially includes a portfolio of 8 distinct trading strategies managed by Rotella Capital and Molinero Capital.  The Program utilizes a unique Quantitative Systematic Allocation Algorithm to dynamically allocate capital across a diverse set of trading strategies that employ a variety of time-tested systematic concepts that include:

  • Momentum/Trend following
  • Relative Value
  • Mean Reversion
  • Counter-Trend
  • Statistical Quantitative
  • Cycle Forecasting
  • Digital Signal Processing
  • Dynamic Allocation Models

The joint venture benefits from Rotella Capital’s and Molinero Capital’s extensive expertise in managed futures, quantitative research, and systematic trading.  Rotella Molinero LLC offers state of the art infrastructure, unmatched research technologies, and industry-leading business practices culminating in a unique product for the institutional marketplace.  Rotella Capital Management, Inc. and Molinero Capital Management LLP continue to operate as independent entities and serve their respective clients in their usual capacities.

Rotella Molinero

Press Release

BM

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Paul Tudor’s hedge fund trims fee amidst poor performance, keep investors[more]

    Komfie Manalo, Opalesque Asia: Paul Tudor’s $11.6bn hedge fund firm Tudor Investment Corp. announced on Monday it would slash down fees of one of its biggest fund to 2.25% of assets and 25% of profits amidst backlash arising from poor performa

  2. West Virginia objects to Alpha Natural sale to hedge fund[more]

    From AP/Heraldcourier.com: West Virginia's environmental authority has filed an objection to the proposed $500 million sale of Alpha Natural Resources' assets to a hedge fund, arguing that the deal could leave the state holding hundreds of millions in reclamation liabilities. The Register-Hera

  3. Mitch Petrick leaves Carlyle as his hedge fund unit suffers losses while assets expand[more]

    Komfie Manalo, Opalesque Asia: Mitch Petrick will be leaving Carlyle Group as head of its hedge funds unit overseeing about $34bn as of March 31, after several funds under his management suffered losses while assets expanded, various media reported. Petrick joined Carlyle in 2010 and was a former

  4. Institutions - Kentucky pension leans into hedge funds amid governance turmoil, Korea's NPS names finalists for initial $1 billion hedge fund-of-funds allocation[more]

    Kentucky pension leans into hedge funds amid governance turmoil From AI-CIO.com: The Kentucky Retirement Systems moved to increase its hedge fund allocation as controversy reigned over fund leadership. Following a string of high-profile hedge fund exits, the Kentucky Retirement Systems (

  5. Fund Profile - The hedge fund that couldn't stay open long enough for a big payday[more]

    From Bloomberg.com: Toby Dodson waited six months for his bet against a fragile Portuguese bank to pay off. But before the reckoning, word came down from his hedge fund bosses at Achievement Asset Management in Chicago: get ready to clear out your desk and unwind your trades, we’re shutting down. Th