Wed, Sep 20, 2017
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. Institutions - Canada's pension funds lever up[more]

    From Institutionalinvestor.com: Canadian pension plans are among the most admired institutional investors for their prowess as money managers. Now pension plans in Canada are upping the ante, increasingly issuing long-term bonds and using the borrowed money, or leverage, to try a

  2. Manager Profile - The three quants in their 20s running a hedge fund making $1 billion of trades daily[more]

    From Forbes.com: In an office overlooking downtown Boston, the views are partially obscured by math formulas and technical drawings that have been scribbled on the windows. Wearing a T-shirt with the words "machine earning" printed on it, Luca Lin says the formulas are being developed to help trade

  3. News Briefs - Iron Cove Partners launches hedge fund manuscript management & professional liability insurance policy, Private equity, hedge funds eye bizav financing market. Blue Capital halts ILS fund buy-backs as hurricane Irma approaches[more]

    Iron Cove Partners launches hedge fund manuscript management & professional liability insurance policy Iron Cove Partners, a national insurance brokerage specializing in the needs of the alternative asset management community, today announced the launch of its newest insurance product, th

  4. Asia - Hedge funds used to love shorting China. Now, not so much, Fledgling China FoFs require careful use: NCSSF, Amac, Japanese banks turn to PE, hedge funds for returns[more]

    Hedge funds used to love shorting China. Now, not so much From Bloomberg.com: A sharp devaluation. A credit crisis. And an economic hard landing. That's what some of the biggest names in the hedge fund industry were predicting for China after the nation's stocks and currency tumbled in 2

  5. Launches - Orchard launches new credit platform, ETN based on hedge fund to launch on the LSE[more]

    Orchard launches new credit platform Orchard Platform has rolled out Deals as a part of its new platform launch. With the addition of Deals to their suite of technology solutions for loan originators and institutional investors, Orchard Platform takes the next step in their evolution. De