The Cayman-domiciled Oeic structure is dollar denominated and Qbasis said it is available through “all the major life company platforms at the usual bond minimums”. Qbasis added that it has also been included in the list of restricted schemes by the Singapore Monetary Authority.
With the CTA strategy, Qbasis employs three trading systems called MF Trend, MF Plus and MF Trend High Frequency which, said Qbasis, maintain “constant diversification over more than 100 exchange-traded futures markets”. This includes commodities, interest rates, stock ability and foreign exchange.
The company explains its trading thus: “MF Trend is a break-out trend following strategy that has the ability to recognise short and long-term trends at a very early stage. Intraday movements are captured by a strategy called MF Trend High Frequency. MF Plus is a swing/reversal component that aims to capture profits in sideways market movements and/or trend reversals. The result is a strategy that is negatively correlated to both equities and major hedge fund indices.”
Philipp Pölzl, Qbasis co-founder said: “The product was specifically designed to be the best possible diversifier of an equity-correlated portfolio, something we have consistently achieved since 2006. Existing clients of ours have found that adding the fund to their portfolio not only enhances returns but dramatically reduces their overall risk.”
