Sun, Apr 19, 2015
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. Studies - Fund managers bullish on equities, alternative asset classes, Hedge funds starting to spurn emerging markets, Insurance companies take aggressive approach to hedge funds despite restricted exposure[more]

    Fund managers bullish on equities, alternative asset classes From Benefitnews.co: Asset allocation and risk continue to be the top issues for institutional investors in 2015 and, while nobody is sure what the economy will do in 2015, investment fund managers remain positive about investm

  2. Investing - New hedge fund strategy: Dispute the patent, short the stock, David Einhorn bets on AerCap as leasing company avoids turbulence, Top hedge funds reveal these best investing ideas, Hedge funds bet big on PetSmart price bump, Victory Park Capital increases investment in upstart to $500m[more]

    New hedge fund strategy: Dispute the patent, short the stock From WSJ.com: A well-known hedge-fund manager is taking a novel approach to making money: filing and publicizing patent challenges against pharmaceutical companies while also betting against their shares. Kyle Bass, head of Hay

  3. Tiger Global falls 2.9% in March, down 5.3% in Q1[more]

    From Reuters.com: Investment firm Tiger Global Management, one of the hedge fund industry's most closely watched players, told clients that its hedge fund lost 5.3 percent during the first quarter, an investor said on Wednesday. Much of the decline came in March when the fund lost 2.9 percent,

  4. It’s not just hedge funds—IMF study finds stability risks from ‘vanilla’ funds[more]

    From MarketWatch.com: Leveraged hedge funds and banklike money-market funds are the parts of the asset-management industry most associated with risks to financial stability. But a report from the International Monetary Fund suggests that “plain-vanilla” mutual funds and exchange-traded funds also ca

  5. Hedge funds gain 2.4% in Q1 driven by currency and commodity markets[more]

    Komfie Manalo, Opalesque Asia: Hedge funds posted positive results last March to conclude a strong first quarter, with performance driven by strong macro trends in currency and commodity markets, complemented by broad-based gains and positioning in event driven, equity hedge and fixed income-b

 

banner