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Foreign Exchange

CTAs Rotella and Molinero launch new multi-strategy fund

Commodity Trading Advisors, Rotella Capital Management and Molinero Capital Management have formed a joint venture and launched a new fund that will offer a futures and foreign-currency multi-strategy.

The Rotella Molinero MultiQuant Futures Programme was launched late in June with $25 million in seed capital. The new offering has started out running a portfolio of eight distinct trading strategies managed by the two firms: • Momentum/trend following

• Relative value

• Mean reversion

• Counter-trend

• Statistical quantitative

• Cycle forecasting

• Digital signal processing

• Dynamic allocation models

Investors are being offered diversification across portfolio managers, trading programmes, time horizons and asset classes. The MultiQuant Futures Programme offers daily liquidity and performance netting between underlying strategies, with no additional layering of fees.

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