On June 1st, Quantitative Investment Management will re-open its flagship offering, the Global Program, to new investors. The Global Program is a managed futures investment program that uses machine learning to profit from market inefficiencies in the most liquid markets in the world. After closing at the beginning of the year, the Global Program re-opened to existing clients on May 1st, 2007. Significant improvements to execution and strategy, followed by realised strong performance at higher asset levels, led to the decision to re-open the program.
The Global Program has gained 10.2% net year-to-date through April 30th, the firm says. Over its 65 month track record, it has delivered annualised net returns of 19.7% with an annualised volatility of 12%. The global program's assets under management are currently $1.03 billion dollars with an anticipated capacity of $2 billion dollars.