Rotella Capital Management and Molinero Capital Management have formed a joint venture, Rotella Molinero, based on the long standing relationship between the firm’s respective founders, Robert Rotella and Rafael Molinero, and their respective teams.
Rotella and Molinero have formed a futures and foreign currency multi-strategy product named the Rotella Molinero MultiQuant Futures Program.
Rotella says: “The joint venture is a natural extension of the longstanding relationship Rafael Molinero and I have built based on our shared philosophies on research, trading and risk management. The MultiQuant program is expected to provide investors with access to Rotella Capital’s and Molinero Capital’s most compelling research packaged in a product that has novel features for the futures industry.”
Molinero (pictured) says: "My team and I are very excited about the launch of the Rotella Molinero MultiQuant Futures Program and about the new venture with Rotella Capital Management. The MultiQuant Futures Program combines the strategies and research capabilities of both firms to create what we feel to be a strong and unique offering for the investment community. This undertaking was born out of mutual respect and shared values and I am happy to work closely again with Robert Rotella and the team at Rotella Capital Management."
The primary features of the Rotella Molinero MultiQuant Futures Program include:
Diversification across multiple portfolio managers, trading programs, time-frames, and asset classes.
Performance netting between underlying trading programs with no additional layering of fees.
Improved risk-adjusted returns derived from the firm’s proprietary Quantitative Systematic Allocation Algorithm.
In-depth understanding of underlying strategies and models.
Position and risk aggregation across programs, strategies, and markets.
Daily liquidity.
Independent mark-to-market valuations of portfolio positions.
Launched mid June 2012 with USD25m in seed capital, the Rotella Molinero MultiQuant Futures Program initially includes a portfolio of eight distinct trading strategies managed by Rotella Capital and Molinero Capital.
