Investing with Quest

Strategies that seek to enhance risk adjusted returns in a diversified portfolio

AQO
AlphaQuest Original

The AlphaQuest Original (AQO) program is our flagship program with a track record dating back to 1999.

AQO
AlphaQuest Original

AlphaQuest Original (AQO) is our flagship program that seeks to provide investors with strong absolute returns and hedging characteristics, particularly during periods of volatility expansion and fixed income or equity market corrections. We believe that AQO provides a differentiated approach to classic trend following due to faster reactions to trend reversals and a focus on positive skew. This allows our strategy to benefit when tail risk is most likely to materialize. We believe the strategy is a great portfolio diversifier and acts as a hedge to traditional portfolios, hedge fund portfolios, and CTA portfolios.

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AQI
AlphaQuest Insight

AQI is a multi-asset quantitative program that seeks to generate attractive risk-adjusted returns with low correlation to traditional asset classes and strategies.

AQI
AlphaQuest Insight

AQI is a multi-asset quantitative program that seeks to generate attractive risk-adjusted returns through exposure to a unique set of Alpha generating strategies across individual equities and futures markets. Strategies are combined by taking into account not only return and volatility characteristics but also their convexity profile in order to isolate hidden 'tail' risks and protect the portfolio in challenging markets while delivering stable returns in normal market conditions.

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QTI
Quest Tracker Index

The QTI program seeks to track the performance generated by the broad class of managed futures trading strategies.

QTI
Quest Tracker Index

The QTI program seeks to track the performance generated by the broad class of managed futures trading strategies and to match the performance of widely-followed trend following CTA indices, on a risk adjusted basis.

QTI is comprised of notional long and/or short positions in 66 specified futures contracts in markets for currencies, fixed income, equity indices and commodities. 

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QFIT
Quest Fixed
Income Hedge

QFIT is a quantitative trading program that aims to hedge exposure to the U.S. 10-year Treasury Note.

QFIT
Quest Fixed
Income Hedge

QFIT is a quantitative trading program that aims to hedge exposure to the U.S. 10-year Treasury Note (i.e., provide protection during periods of rising interest rates). QFIT uses a combination of moving average crossover and other models to generate signals for each market.  Combining these signals over multiple timeframes, QFIT seeks to capture short, medium, and long-term trends in various markets.

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AQSB
AlphaQuest Short-Biased

AQSB is designed to provide a hedge for equity and hedge fund portfolios.

AQSB
AlphaQuest Short-Biased

AQSB is designed to provide a hedge for equity and hedge fund portfolios. AQSB is a dedicated short bias trading program targeting Beta to the S&P 500 between -30% and -180%. AQSB shares the trading methodology and sources of Alpha with Quest's flagship AlphaQuest Original (AQO) program, with additional conditions that it enters positions that provide negative Beta to the S&P 500 or maximum volatility expansion potential.

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