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Bailey McCann, Opalesque New York:

Paris-based KeyQuant runs a fully systematic trend following strategy, that firm co-founders Robert Baguenault de Viéville and Raphaël Gelrubin, say has been able to outperform peers with its unique auto-adaptability function. Robert Baguenault de Viéville and Raphaël Gelrubin recently sat down with Opalesque TV to describe more about how they have been able to differentiate from other systematic trend followers.

KeyQuant was founded in 2010 with $6 million but has been able to attract institutional investors and grow in size quickly. The firm now manages approximately $160 million in assets.

"We currently trade 50 futures markets. We do not make assumptions from which markets the future returns will come from. Our program is all-weather. Instead of being amazing in specific markets at specific periods, it will provide good behavior on all markets at all times," explains Gelrubin. "The auto-adaptability of our program has contributed to an outperformance of 20% versus the Newedge CTA Trend Index during the CTA recession of 2011 to 2013."

According to de Viéville, KeyQuant starts investing in market trends sooner than other CTAs in order to capture more of the trend before it changes. To do this well, KeyQuant's trading program makes precise risk calculations to avoid drawdowns. "When we are increasing exposure in the middle of a trend, we also have to be very reactive on trading adjustments to avoid losing the gains if ......................

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