Tue, Aug 30, 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. The Big Picture: Water is single largest environmental investment opportunity[more]

    Benedicte Gravrand, Opalesque Geneva: Water, the world’s most precious and undervalued commodity, is set to lead the socially and environmentally responsible investment themes. This is according to specialist fund manager Thomas Schumann. His firm,

  2. Commodities - Hedge funds pile into bullish bets on U.S. crude by most on record, Rig count steady, hedge funds dump short contracts on 63 million barrels, Hedge funds bail on Copper as Goldman predicts ‘supply storm’, Hedge funds pile up bets against sterling[more]

    Hedge funds pile into bullish bets on U.S. crude by most on record From BRecorder.com: Hedge funds and other speculators raised their bullish bets on US crude oil in the past week by the most on record fuelled by speculation that Organization of the Petroleum Exporting Countries will agr

  3. Investing - U.S. hedge fund Marathon makes Brexit bet on European property, Hedge funds love Liberty and John Malone, DE Shaw could bid for control over TerraForm Power, New York hedge fund increases stake in Tronc as sale talks continue, Don't wait too long to check this +20% value fund's ideas[more]

    U.S. hedge fund Marathon makes Brexit bet on European property From FT.com: Marathon, a $13bn US hedge fund, is building a big Brexit trade, increasing its investments in property across Ireland, France, Germany and the Netherlands, in a bet that they will be among the big beneficiaries

  4. Opalesque Exclusive: Investors struggle to identify the better performing hedge funds[more]

    Komfie Manalo, Opalesque Asia: Fund managers and investors believe that performance is one of the major factors driving change in the hedge fund industry, a Preqin survey showed in its latest Hedge Fund Spotlight. Preqin said that the disappoin

  5. …And Finally - Baby born on Cebu Pacific airplane gets 1 million air miles[more]

    From CNN.com: Here's one kid who'll probably learn to fly before she can crawl. After being born four hours into a flight from Dubai to Manila, baby girl Haven has been gifted 1 million air mile points. Haven's mom went into labor more than five weeks early while flying on an aircraft op