Quality Capital Management Above Water in Diversified Strategy

HFA Padded
Mark Melin
Published on
Updated on

After a difficult start to the year, Quality Capital Management, the UK-based managed futures hedge fund, is up slightly year to date as central bank intervention in Europe and the withdrawal of U.S. economic stimulus approaches. The QCM Global Diversified program, which started the year by posting a 4.78 percent loss, had a strong 5.12 percent gain in August.  After a 1.89 percent loss in September, the fund posted a 2.73 percent return year to date. Quality Capital Management volatility QCM is known to have an algorithmic strategy focusing on upside volatility. Many traditional measures of risk, such as the…

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HFA Padded

Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.