QM Multi Strategy Fund: QuantMetrics Capital Management

Mis-pricing leads to arbitrage opporunities for QuantMetrics

QM believes the most important thing is to identify temporary mis-pricings in the market by using arbitrage type strategies to introduce risk adjusted returns. The fund uses a market neutral futures trading equity index, a directional futures strategy trading all futures products and an equity market neutral strategy.

It uses a process-driven and targeted approach with efficient capital usage. Its returns are also negatively correlated with hedge fund indices.

The multi-strategy approach means the