QuantMetrics was founded in 2003 by James Fowler and Dr Mushtaq Shah. They have a combined experience of nearly 50 years in quantitative investment management, and have been working together since 1997. Mr Fowler and Dr Shah are responsible for all investment management decisions taken at the firm, and remain heavily involved in the research process.
QuantMetrics is a boutique investment manager specialising in niche short term systematic strategies. QuantMetrics offers two managed futures products to institutions via managed accounts, as well as an offshore fund that has exposure to both products. Each product uses statistical and econometric models to exploit small and temporary pricing discrepancies in the futures markets. We are cognizant of the drivers of the behavioral effects we try to exploit and employ a targeted approach to capture different opportunity sets at different times, including models designed to do well during times of crisis.
Our products benefit from high liquidity and a low correlation to both equities and bonds, giving an overall profile that seeks to generate steady returns in all market conditions and in particular during times of market crisis.