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Kapil Rastogi Benedicte Gravrand, Opalesque Europe for New Managers:

A systematic strategy based on behavioural principles prides itself of having had low to zero correlation with the CTA, the hedge fund industry and the S&P500 index in a track record dating back to August 2013.

Murat Unluer and Kapil Rastogi, former traders at New York-based CTA R.G. Niederhoffer Capital Management and ISAM (International Standard Asset Management), left Madison Quant Labs (MQL) in early 2015 to launch Fort Lee, NJ-based PlusPlus Capital Management and run the same quant strategy they had run at MQL. They have worked together for more than 10 years in the CTA industry.

PlusPlus became active in January 2015. The strategy, PlusPlus Diversified Futures, returned -2.7% in 2015 (-0.7% for the S&P500), and is up 5.1% YTD (to end-May). The S&P500 is up 3.20% YTD.

It runs a diversified portfolio that consists of many systematic short-term trading models in more than 60 liquid futures markets.

"My partner and I have spent more than ten years cultivating a robust, systematic short-term approach to applying behavioural principles to the futures markets," Rastogi tells O......................

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