This is an old revision of this page, as edited by AnomieBOT (talk | contribs) at 09:35, 29 July 2018 (Rescuing orphaned refs ("futuresmag" from rev 789482234; "hedgeweek" from rev 789482234; "finalternatives" → "finalternatives1" from rev 789482234)). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.
Revision as of 09:35, 29 July 2018 by AnomieBOT (talk | contribs) (Rescuing orphaned refs ("futuresmag" from rev 789482234; "hedgeweek" from rev 789482234; "finalternatives" → "finalternatives1" from rev 789482234))(diff) ← Previous revision | Latest revision (diff) | Newer revision → (diff) | |
| Company type | Private |
|---|---|
| Industry | Hedge fund |
| Founded | December 1995 (1995-12) |
| Founder | Aref Karim |
| Headquarters | 1 Brooklands Road, Weybridge, Elmbridge, Surrey, England, KT13 0TJ |
| Number of locations | 2 |
| Area served | Worldwide |
| Key people | Aref Karim (chief executive officer and chief investment officer) |
| Products | Global Diversified Programme, Global Natural Resources Programme, Enhanced Commodity Beta Programme |
| AUM |  $ 670 million |
| Total assets | £ 150 million |
| Website | www |
Quality Capital Management Ltd (often abbreviated as QCM) is a UK-based hedge fund specialising in managed futures. The company was founded by Aref Karim in 1995 and its headquarters is in Weybridge, Elmbridge, Surrey, England.
History
Quality Capital Management (QCM) is a UK limited liability company incorporated in December 1995 with its head office in Weybridge, Elmbridge, Surrey. It is a systematic macro hedge fund manager specialising in managed futures.
QCM is regulated in the UK by the Financial Conduct Authority and is registered in the U.S with the Commodity Futures Trading Commission/National Futures Association as a commodity trading advisor and a commodity pool operator. It has an office in Tokyo and is registered with the Japanese Financial Services Agency. The company was founded by Aref Karim who is its Chief Executive Officer and Chief Investment Officer and also carries overall responsibility for its investment strategies and research.
In June 2011, an office in Tokyo was opened, which is being run by Osamu Nishimura, an ex-Itochu executive, who is a veteran in derivatives trading, hedge fund investment and funds marketing.
Investment products
Its investor base is global and largely institutional, sovereigns and pensions.
It currently offers four products. It offers three 'long volatility' investment programmes: the Global Diversified Programme, the Global Natural Resources Programme and the Enhanced Commodity Beta Programme, with a total assets under management of $670 million as of February 2009. Each fund is offshore and each offers managed accounts for larger investments. Global Diversified is also available in a UCITS wrapper through the db Platinum platform.
In December 1995, QCM's flagship Global Diversified Programme (GDP), commenced trading through managed accounts and established a BVI-domiciled offshore fund, QCM GDP Otus Fund, in June 1999, followed by a U.S feeder fund in February 2009. It established the DB Platinum IV QCM GDP Index Fund as the sub-fund of a Luxembourg-domiciled Ucits-compliant SICAV on 11 May 2011.
Performance
QCM's Global Diversified Programme (GDP) trades 116 exchange-traded Financial and Commodities futures in major exchanges worldwide. It relies on a market environment of price persistence to properly function.
QCM manages assets of $900m. As of 10 June 2011, the GDP had a total of $611m in assets, including $524m in managed accounts, $72m in the offshore fund and $6m in the Ucits fund. Between 1995 and 2011, QCM returned more than 600% growth to its investors, with only two negative years. The GDP produced annualised returns of 15% over the 14 years from inception and 21% for the five years to April 2010.
Strategies
QCM trades in financial and commodities assets in 115 instruments worldwide. It invests its funds through proprietary strategies that take futures positions in major global exchanges across financial and commodity markets.
QCM uses an allocation model that looks for short-term changes in acceleration. It relies on market diversification, trading a large portfolio of different asset classes, uses few trend-based indicators and its investment process is driven by dynamic asset allocation through the proprietary Advanced Resource Allocator (ARA) model, a proprietary trading system which attempts to try and shift risk away from positions not working in QCM's favor with an algorithm that adjusts position sizes focusing on upside volatility. A risk budget is deployed based on relative opportunities through mainly an asset allocation process.
See also
Portal:
References
- ^ "Quality Capital Management". Absolute Returns. Retrieved 1 November 2014.
- "Aref Karim of QCM: from accountant to Hedge fund CEO". Top Traders Unplugged. Retrieved 1 November 2014.
{{cite news}}: Italic or bold markup not allowed in:|publisher=(help) - ^ Campbell, Mary (22 June 2010). "Q&A: QCM Head Aref Karim Says 'It Pays To Be Patient'". FINalternatives. Retrieved 1 November 2014.
{{cite news}}: Italic or bold markup not allowed in:|publisher=(help) - ^ "EuroHedge Summit 2009". Hedge Fund Conferences & Awards. April 2009. Retrieved 1 November 2014. Aref Karim, Quality Capital Management
- ^ McIntosh, Bill (14 November 2011). "Quality Capital Management". The Hedge Fund Journal. Retrieved 1 November 2014.
{{cite news}}: Italic or bold markup not allowed in:|publisher=(help) - ^ "The Interview – Aref Karim, Quality Capital Management: "We see managed futures playing a bigger part in a portfolio as uncertainties prevail in traditional markets"". Hedgeweek. 4 April 2010. Retrieved 1 November 2014.
{{cite news}}: Italic or bold markup not allowed in:|publisher=(help) - ^ "Quality Capital Management Launches UCITS III Hedge Fund". FINalternatives. 10 May 2010. Retrieved 1 November 2014.
{{cite news}}: Italic or bold markup not allowed in:|publisher=(help) - McIntosh, Bill (21 September 2010). "Deep retail investors may get access to Quality Capital Management UCITS fund". HedgeFund Intelligence. Retrieved 1 November 2014.
{{cite news}}: Italic or bold markup not allowed in:|publisher=(help) - Melin, Mark (21 February 2014). "QCM Adjusts Trend-Following Formula Amidst Difficult Environment". ValueWalk. Retrieved 1 November 2014.
{{cite news}}: Italic or bold markup not allowed in:|publisher=(help) - ^ Wright, Rupert (29 April 2011). "A small but perfectly formed fund". Abu Dhabi: The National. Retrieved 1 November 2014.
{{cite news}}: Italic or bold markup not allowed in:|publisher=(help) - Collins, Daniel P. (23 February 2007). "Aref Karim: Allocating profits". Futures. Retrieved 1 November 2014.
{{cite news}}: Italic or bold markup not allowed in:|publisher=(help) - Melin, Mark (7 October 2014). "Quality Capital Management Above Water in Diversified Strategy". ValueWalk. Retrieved 1 November 2014.
{{cite news}}: Italic or bold markup not allowed in:|publisher=(help)
| Hedge funds | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Investment strategy |
|  | ||||||||
| Trading | ||||||||||
| Related terms |
| |||||||||
| Investors | ||||||||||
| Governance | ||||||||||
