Investment Strategies
The RQSI FundSeeder Harvest Fund is an alternative, multi-strat investment product composed of diversified managers across multiple strategies and timeframes.
RQSI’s history in trading began seeding CTAs back in the 1980s. After having built our own Statistical Arbitrage fund in the early 2000s and Systematic Global Macro Fund in the 2010s, we have returned to our roots of finding top trading talent.
RQSI FundSeeder Harvest Fund
The traders that make it into our fund span futures traders, stock pickers, and options arbitragers. The commonalities they share are simple: articulated investment philosophies and consistent track records.
With thousands of traders on the FundSeeder platform, we have access to a steady stream of new talent that we are constantly monitoring for inclusion in the fund.
Deep Due Diligence
The combination of our experience building our own strategies and seeding others allows us pick traders who win by skill rather than luck. The process we use to evaluate potential constituent managers is meant to identify those who not only have superior quantitative characteristics, but who know the critical reason their strategies work.
Quantitative
We have the quant experience fitting together a complex portfolio of trading models; we utilize that knowledge and the tools we built to filter through managers.
Return Stability
Has the strategy sustained steady performance throughout its entire track record?
Risk-Adjusted Payoff
How do returns compare to the amount of risk taken in terms of volatility and drawdowns?
Market Diversifiability
How well has the strategy performed when the core components of institutional portfolios have struggled?
Return Profile Uniqueness
Do benchmark correlations show that the strategy is based on a unique market anomaly?
Track Record Length
Has the strategy been tested and proven its efficacy in several different market regimes?
Return Skewness
Does the strategy’s upside risk compensate for its downside risk?
Qualitative
Having seen and managed the personalities of dozens of emerging managers, we understand the intangible qualities that managers must have to continue producing.
Explainable Edge
Can you articulate the market inefficiency that you hope to take advantage of with your strategy?
Operational Diligence
Have you done the research to prove you can actually devise a mechanism for extracting that alpha?
Passion for Markets
Do you have the drive or the genius to make that mechanism work on an ongoing basis?
Prepared for Anomalies
How have and will you react when something happens in the markets that you never thought could?
Confidence Amidst Setbacks
Can you continue to take risk when you experience a drawdown?
Humility Amidst Success
How will your personality change if you experience substantial AUM growth?
The Managers
The constituent managers of the RQSI FundSeeder Harvest Fund are shown below. The source data, instrument universes, and trading styles of each manager are highly independent, as well as the personalities of the managers themselves.
Past performance is not necessarily indicative of future results. For complete risk disclosure, click here.
Discretionary Large Cap
| Ann. Return | 27.7% |
| Ann. Volatility | 9.3% |
| Max DD | 5.2% |
| MAR Ratio | 5.3 |
| Inception | Jan 2021 |
SPY Options Arb
| Ann. Return | 23.1% |
| Ann. Volatility | 8.9% |
| Max DD | 5.9% |
| MAR Ratio | 3.9 |
| Inception | Dec 2022 |
Intraday Futures
| Ann. Return | 13.2% |
| Ann. Volatility | 5.0% |
| Max DD | 1.7% |
| MAR Ratio | 7.7 |
| Inception | Sep 2023 |
Nat Gas - Weather Data
| Ann. Return | 25.4% |
| Ann. Volatility | 14.6% |
| Max DD | 20.0% |
| MAR Ratio | 1.3 |
| Inception | Dec 2020 |
Systematic Futures I
| Ann. Return | 15.9% |
| Ann. Volatility | 10.0% |
| Max DD | 9.1% |
| MAR Ratio | 1.7 |
| Inception | Feb 2021 |
Energy Crack Spreads
| Ann. Return | 40.5% |
| Ann. Volatility | 31.2% |
| Max DD | 45.1% |
| MAR Ratio | 0.9 |
| Inception | Jun 2020 |
Discretionary Ags
| Ann. Return | 3.1% |
| Ann. Volatility | 4.8% |
| Max DD | 18.8% |
| MAR Ratio | 0.2 |
| Inception | Jan 2014 |
Systematic Futures II
| Ann. Return | 41.6% |
| Ann. Volatility | 40.2% |
| Max DD | 36.2% |
| MAR Ratio | 1.1 |
| Inception | Nov 2020 |
QQQ Momentum
| Ann. Return | 23.1% |
| Ann. Volatility | 21.8% |
| Max DD | 26.2% |
| MAR Ratio | 0.9 |
| Inception | Mar 2020 |
Investment Vehicles
RQSI strategies are available through a variety of investment vehicles to meet our investors’ individual requirements.
Private Fund
RQSI’s alternative strategies are available to accredited investors and qualified purchasers.
FundSeeder Managers
Investors interested in particular strategies can be connected with managers on an individual basis.
Managed Account
Customized portfolio management tailored to your unique needs and goals through an SMA.
Request Information
For additional information on our funds and how to invest, please reach out to our team.