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Philipp Polzl Benedicte Gravrand, Opalesque Geneva:
Qbasis Invest has recently listed its five-year track record as a live index on the Vienna Stock Exchange, Systrade Asset Management, QBasis' marketing partner, told Opalesque.
Qbasis Invest, a Liechtenstein-based boutique, is a global specialist in systematic managed futures; it was founded in 2005 by Florian Wagner and Philipp Polzl, who both worked on the firm's proprietary trading systems before that.
Qbasis Futures Index in EUR (QBFX), which was launched on June 20th, 2011 at a price of around Eur358, was Eur349.77 on Monday (starting at Eur100 five years ago). The index can be viewed on Wiener Borse here: Source
Qbasis employs two strategies - where the five-year track record comes from - on more than 100 liquid futures markets:
1. MF Trend, a break-out trend-following model that has the ability to enter trends at a very early stage and,
2. MF Plus, a mean reversion strategy.
These combined strategies have produced average annual returns of nearly 30% with a very low correlation to both equities and bonds, said Systrade.
According to QBasis' website, the MF Trend Plus fund, a combination of the MF Trend and the MF Plus strategies launched in February 2006 (weighting of 70% MF Trend and 30% MF Plus) is do...................... To view our full article Click here
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