Tue, May 31, 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. Americas - Australian banks sending U.S. hedge funds broke, Ryan Puerto Rico ‘rescue’ bill could be windfall for hedge funds[more]

    Australian banks sending U.S. hedge funds broke From SMH.com.au: US hedge funds are not having the best of years. Profits are hard to find, they're underperforming and the punters are losing patience, withdrawing US$15 billion ($20.8 billion) in the March quarter. They're expected to wit

  2. Investing - Billionaire Wilbur Ross likes the look of Chinese bad loans, Hedge funds are still relevant in a diversified portfolio: 4 fundamental criteria for superior manager selection[more]

    Billionaire Wilbur Ross likes the look of Chinese bad loans From Bloomberg.com: U.S. billionaire Wilbur Ross said he’s considering investing in nonperforming loans in China, as Moody’s Investors Service said that the nation has the tools to prevent a financial crisis in the near term. I’

  3. Investing - Blackstone gives pricey Canadian energy and property thumbs down, One of the most concentrated hedge fund bets is getting crushed, Facebook is hedge funds' new tech darling,[more]

    Blackstone gives pricey Canadian energy and property thumbs down From Bloomberg.com: Canada’s energy assets are uneconomic and real-estate markets overvalued, making them less attractive for investment than in the U.S. and elsewhere, according to Tony James, president of Blackstone Group

  4. Study - Only 30% of institutional hedge fund portfolios beat the benchmark[more]

    Bailey McCann, Opalesque New York: A new study from CEM Benchmarking, an independent provider of cost and performance analysis for pension funds, shows that only 30 percent of institutional investors hedge fund portfolios beat the benchmark after fees. The study provides in depth analysis of real

  5. Opalesque Exclusive: $1bn hedge fund club grows to 668 managers, continues to dominate (Part One)[more]

    Komfie Manalo, Opalesque Asia: Despite an underwhelming 2015 and a slow start to 2016 in terms of performance, one group of managers that continues to dominate the assets of the hedge fund industry is the so called $1bn club – hedge fund managers with at least $1bn in assets under management (AU