AQO is a short term momentum strategy with trades lasting 8 days on average. Trades are filtered for maximum volatility expansion potential and are timed using short term trade entry techniques. Trading systems are weighted within the portfolio based on their contributions to targeted volatility and drawdown levels. Integrated risk models manage risks by monitoring volatility metrics, market liquidity and sector exposure limits.
| Year or YTD |
Program |
SP500 TR |
| 2016 |
6.96 |
11.98 |
| 2015 |
5.68 |
1.41 |
| 2014 |
16.27 |
13.69 |
| 2013 |
15.91 |
32.41 |
| 2012 |
0.89 |
15.98 |
| 2011 |
-4.07 |
2.12 |
| 2010 |
20.11 |
15.06 |
| 2009 |
-11.73 |
26.45 |
| 2008 |
55.77 |
-36.99 |
| 2007 |
18.13 |
5.50 |
| 2006 |
25.72 |
15.79 |
| 2005 |
0.03 |
4.89 |
| 2004 |
-11.44 |
10.87 |
| 2003 |
2.73 |
28.69 |
| 2002 |
39.95 |
-22.10 |
| 2001 |
17.18 |
-11.88 |
| 2000 |
44.29 |
-9.09 |
| 1999 |
-2.44 |
11.01 |
| Average |
13.33 |
6.43 |
| Stock Indexes |
Yes |
| Interest Rates |
Yes |
| Currencies |
Yes |
| Metals |
Yes |
| Energies |
Yes |
| Softs |
Yes |
| Grains |
Yes |
| Meats |
Yes |
| Forex |
Yes |
| Trend Following |
Yes |
| Systematic |
Yes |
| Discretionary |
No |
| Diversified |
Yes |
| Sector Specialist |
No |
| Quantitative Analysis |
Yes |
| Other |
Yes |
| Futures |
Yes |
| Currencies |
Yes |
| Short Term |
Yes |
| Intra-Week |
Yes |
| Managed Account Minimum: |
$20,000,000 |
| Margin / Equity Ratio: |
20% |
| Managed Account Availability: |
Open |
| Manager Name: |
Quest Partners LLC |
| Address: |
126 East 56th 25th Floor |
| City: |
New York |
| State: |
NY |
| Zip: |
10022 |
| Country: |
USA |
| Name: |
Paul Czkwianianc |
| Position: |
Principal |
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Regards,
Peter Knight Advisor
Asset Investment Management
