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commodity markets from a long-only perspective, returned 50.24%. In 2008, the hedge fund made £42.9m profit on £49.3m sales, returning 59%. Karim and his family own at least 97% of the £150m operation. Past dividends and other assets take them to £150m. The company has assets in the region of £150 million according to the
317:
QCM uses an allocation model that looks for short-term changes in acceleration. It relies on market diversification, trading a large portfolio of different asset classes, uses few trend-based indicators and its investment process is driven by dynamic asset allocation through the proprietary
Advanced
279:
In
December 1995, QCM's flagship Global Diversified Programme (GDP), commenced trading through managed accounts and established a BVI-domiciled offshore fund, QCM GDP Otus Fund, in June 1999, followed by a U.S feeder fund in February 2009. It established the DB Platinum IV QCM GDP Index Fund as the
304:
QCM manages assets of $ 900m. As of 10 June 2011, the GDP had a total of $ 611m in assets, including $ 524m in managed accounts, $ 72m in the offshore fund and $ 6m in the Ucits fund. Between 1995 and 2011, QCM returned more than 600% growth to its investors, with only two negative years. The GDP
296:
In 2006, the models were reported to have worked particularly well: GDP, which trades 80 global futures markets, returned 35.11%; the global natural resources program, which trades 36 physical commodity markets, returned 35.74% and the enhanced commodity beta program, which trades the same 36
322:
system which attempts to try and shift risk away from positions not working in QCM's favour with an algorithm that adjusts position sizes focusing on upside volatility. A risk budget is deployed based on relative opportunities through mainly an asset allocation process.
273:
313:
QCM trades in financial and commodities assets in 115 instruments worldwide. It invests its funds through proprietary strategies that take futures positions in major global exchanges across financial and commodity markets.
267:
It currently offers four products. It offers three 'long volatility' investment programmes: the Global
Diversified Programme, the Global Natural Resources Programme and the Enhanced Commodity Beta Programme, with a total
292:
QCM's Global
Diversified Programme (GDP) trades 116 exchange-traded Financial and Commodities futures in major exchanges worldwide. It relies on a market environment of price persistence to properly function.
1378:
256:
In June 2011, an office in Tokyo was opened, which is being run by Osamu
Nishimura, an ex-Itochu executive, who is a veteran in derivatives trading, hedge fund investment and funds marketing.
1363:
1312:
556:
604:
557:"The Interview – Aref Karim, Quality Capital Management: "We see managed futures playing a bigger part in a portfolio as uncertainties prevail in traditional markets""
1373:
272:
of $ 670 million as of
February 2009. Each fund is offshore and each offers managed accounts for larger investments. Global Diversified is also available in a
1383:
1289:
396:
1193:
301:. The GDP made a near 60% return in 2008, but struggled in 2009, losing 12%. Between 2005 and 2010, it has achieved annualised returns of around 20%.
253:
who is its chief executive officer and Chief
Investment Officer and also carries overall responsibility for its investment strategies and research.
26:
1368:
422:
893:
835:
230:
1388:
728:
627:
483:
344:
365:
214:
Quality
Capital Management (QCM) is a UK limited liability company incorporated in December 1995 with its head office in
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produced annualised returns of 15% over the 14 years from inception and 21% for the five years to April 2010.
1136:
1100:
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269:
242:
132:
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Global diversified programme, global natural resources programme, enhanced commodity beta programme
25:
1253:
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1110:
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976:
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1050:
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222:, Surrey. It is a systematic macro hedge fund manager specialising in managed futures.
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997:
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QCM investor base is global and largely institutional, sovereigns and pensions.
605:"Deep retail investors may get access to Quality Capital Management UCITS fund"
516:
844:
332:
250:
195:
187:
62:
44:
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861:
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458:
215:
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74:
360:
628:"QCM Adjusts Trend-Following Formula Amidst Difficult Environment"
281:
148:
806:
166:
781:"Quality Capital Management Above Water in Diversified Strategy"
245:. It has an office in Tokyo and is registered with the Japanese
154:
817:
813:
459:"Q&A: QCM Head Aref Karim Says 'It Pays To Be Patient'"
582:"Quality Capital Management Launches UCITS III Hedge Fund"
478:
476:
331:
In 2015, QCM signed a three-year sponsorship deal with
423:"Aref Karim of QCM: from accountant to Hedge fund CEO"
118:(chief executive officer and chief investment officer)
1379:
Investment management companies of the United
Kingdom
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280:sub-fund of a Luxembourg-domiciled Ucits-compliant
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58:
50:
40:
32:
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486:. Hedge Fund Conferences & Awards. April 2009
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1364:Financial services companies established in 1995
722:
720:
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8:
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1313:Alternative investment management companies
1290:Standards Board for Alternative Investments
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1194:Taxation of private equity and hedge funds
1070:
857:
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822:
814:
276:wrapper through the db Platinum platform.
17:
756:Collins, Daniel P. (23 February 2007).
377:
356:
1374:Hedge fund firms in the United Kingdom
496:Aref Karim, Quality Capital Management
229:and is registered in the U.S with the
894:fixed-income relative-value investing
653:"Surrey's Richest 50 2010 – 20 to 11"
7:
603:McIntosh, Bill (21 September 2010).
231:Commodity Futures Trading Commission
1384:Privately held companies of England
729:"A small but perfectly formed fund"
655:. Surrey: Surrey Life. 5 April 2010
515:McIntosh, Bill (14 November 2011).
198:in 1995 and its headquarters is in
703:"UKs Richest Accountants Revealed"
399:. Absolute Returns. Archived from
318:Resource Allocator (ARA) model, a
225:QCM is regulated in the UK by the
14:
705:. Accountant.co.uk. 27 April 2010
1337:
1328:
1327:
1318:
1317:
1308:
1307:
1014:
758:"Aref Karim: Allocating profits"
727:Wright, Rupert (29 April 2011).
626:Melin, Mark (21 February 2014).
359:
345:Business of British Bangladeshis
138:
137:
24:
457:Campbell, Mary (22 June 2010).
1369:1995 establishments in England
779:Melin, Mark (7 October 2014).
584:. FINalternatives. 10 May 2010
180:Quality Capital Management Ltd
19:Quality Capital Management Ltd
1:
674:Reed, Kevin (26 April 2010).
249:. The company was founded by
194:. The company was founded by
1168:security characteristic line
676:"Accountants make Rich List"
517:"Quality Capital Management"
397:"Quality Capital Management"
235:National Futures Association
1156:Capital asset pricing model
875:Capital structure arbitrage
227:Financial Conduct Authority
1410:
958:Commodity trading advisors
1389:Companies based in Surrey
1303:
1295:Managed Funds Association
1239:High-net-worth individual
1012:
559:. Hedgeweek. 4 April 2010
247:Financial Services Agency
239:commodity trading advisor
23:
1132:Arbitrage pricing theory
607:. HedgeFund Intelligence
190:specialising in managed
1244:Institutional investors
1137:Assets under management
962:managed futures account
484:"EuroHedge Summit 2009"
425:. Top Traders Unplugged
270:assets under management
243:commodity pool operator
1269:Sovereign wealth funds
1041:High-frequency trading
890:Fixed income arbitrage
522:The Hedge Fund Journal
366:Business and economics
299:Sunday Times Rich List
182:(often abbreviated as
36:Privately held company
1111:Structured securities
927:Distressed securities
899:Statistical arbitrage
885:Equity market neutral
880:Convertible arbitrage
1229:Financial endowments
1174:Fundamental analysis
922:Shareholder activism
904:Volatility arbitrage
1343:List of hedge funds
1333:Hedge fund managers
1249:Insurance companies
1234:Fund of hedge funds
1142:Black–Scholes model
1056:Proprietary trading
1031:Algorithmic trading
998:Fund of hedge funds
320:proprietary trading
260:Investment products
206:, Surrey, England.
92:Number of locations
73:1 Brooklands Road,
20:
1199:Technical analysis
142:$ 670 million
1394:Weybridge, Surrey
1351:
1350:
1207:
1206:
1010:
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977:Long/short equity
953:Convergence trade
937:Special situation
461:. FINalternatives
177:
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85:England, KT13 0TJ
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1254:Investment banks
1101:Foreign exchange
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807:Official website
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284:on 11 May 2011.
186:) is a UK-based
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1285:Fund governance
1273:
1203:
1127:Absolute return
1115:
1066:
1060:
1051:Program trading
1046:Prime brokerage
1019:
1006:
986:
982:Trend following
967:Dedicated short
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681:Accountancy Age
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403:on 4 March 2014
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169:.qualitycapital
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1184:Securitization
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932:Risk arbitrage
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867:relative value
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799:External links
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1150:delta neutral
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54:December 1995
53:
49:
46:
43:
39:
35:
31:
27:
22:
16:
1096:Fixed income
972:Global macro
914:Event-driven
785:. Retrieved
774:
762:. Retrieved
751:
739:. Retrieved
734:The National
732:
707:. Retrieved
697:
685:. Retrieved
679:
669:
657:. Retrieved
632:. Retrieved
621:
609:. Retrieved
598:
586:. Retrieved
561:. Retrieved
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463:. Retrieved
427:. Retrieved
417:
405:. Retrieved
401:the original
330:
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303:
295:
291:
278:
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263:
255:
224:
213:
183:
179:
178:
149:Total assets
69:Headquarters
33:Company type
15:
1323:Hedge funds
1086:Derivatives
1081:Commodities
1036:Day trading
946:Directional
845:Hedge funds
783:. ValueWalk
737:. Abu Dhabi
630:. ValueWalk
327:Sponsorship
288:Performance
157:150 million
116:Aref Karim
102:Area served
1358:Categories
1278:Governance
852:Investment
787:1 November
764:1 November
741:1 November
709:1 November
687:1 November
659:1 November
634:1 November
611:1 November
588:1 November
563:1 November
528:1 November
490:1 November
465:1 November
429:1 November
407:1 November
373:References
333:Asian Tour
309:Strategies
251:Aref Karim
196:Aref Karim
188:hedge fund
112:Key people
63:Aref Karim
45:Hedge fund
1212:Investors
862:Arbitrage
760:. Futures
335:golfer.
220:Elmbridge
216:Weybridge
204:Elmbridge
200:Weybridge
106:Worldwide
79:Elmbridge
75:Weybridge
854:strategy
339:See also
124:Products
81:, Surrey
41:Industry
1074:Markets
1065:Related
1024:Trading
210:History
192:futures
162:Website
59:Founder
51:Founded
1146:Greeks
1091:Equity
352:Portal
241:and a
1189:Short
1179:Hedge
1160:alpha
1067:terms
991:Other
282:SICAV
274:UCITS
237:as a
1164:beta
1120:Misc
789:2014
766:2014
743:2014
711:2014
689:2014
661:2014
636:2014
613:2014
590:2014
565:2014
530:2014
492:2014
467:2014
431:2014
409:2014
171:.com
184:QCM
167:www
133:AUM
1360::
1166:/
1162:/
1148::
1000:/
960:/
892:/
731:.
719:^
678:.
644:^
573:^
538:^
519:.
501:^
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439:^
380:^
218:,
202:,
83:,
77:,
1170:)
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494:.
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433:.
411:.
354::
233:/
155:£
96:2
Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.
