QTR Capital Management LLC is an alternative investment management firm that leverages technical, fundamental and quantitative analysis, also known as quantamental analysis. Most of our strategies are also hedged to reduce downside exposure. Our team actively manages four long/short stock strategies, a non-directional income generating options-based strategy, and a leveraged dividend income fund.
1) Capital preservation is a top priority – We follow strict exit rules that allow the winners to run, but able to exit positions fast enough to lock in gains and preserve capital during periods of high volatility.
2) We maintain specialized options-based hedges in our portfolios at a very low cost, which reduces drawdown during market corrections.
3) Our portfolio managers are trained as traders, so we are nimble, fast moving and follow our entry and exit rules decisively.
4) We leverage sophisticated analysis that blends technical, fundamental and factor-based quantitative analysis, also known as quantamental analysis.
Pinnacle is a non-directional, income generating, all-weather strategy that can generate positive monthly returns in upward trending, downward trending, or sideways and choppy markets. The strategy focuses on two week in duration credit spreads and iron condors using weekly options on the S&P500 index. Pinnacle is a conservative implementation optimized for the “New Political Era” where it can handle the volatility that can come out of Washington DC. This strategy typically generates 3% to 5% return monthly, where capital preservation and safety are a top priority.
Big Cap Growth identifies stocks with a market cap of $10b or greater that have strong technicals, fundamentals and statistical probabilities through quantitative analysis.
Sector Rotation identifies high probability trades on stocks that reside in the strongest industry sectors. The strategy’s foundation is based on how institutional money continuously rotates from sector to sector. Our algorithm continuously monitors and ranks 60 industry sectors, and then “follows the money” by identifying the strongest stocks within the strongest sectors.
Small & Mid Cap Growth focuses on stocks with a market cap between $250 million and $10 billion. This strategy identifies fundamentally strong companies that have moved into high probability bullish technical & statistical setups.
Contrarian Fund identifies stocks that have been out of favor for 6 to 12 months and are starting to recover. This strategy identifies companies with improving fundamentals where the stock has moved into a high probability bullish technical setup.
Leveraged Dividend Income – A unique, elegant and sophisticated strategy that you won’t find anywhere else. We first buy a concentrated basket of high-quality, big-cap, dividend paying stocks & ETFs, which includes stocks such as AT&T and Verizon. We approx. triple the quarterly dividend through leverage; and then hedge the portfolio with a multi-threshold hedge, to handle a 25% to 30% correction of the stocks. Within the first 30 days of a market correction or crash, drawdown is typically 30% less compared to just buying and holding the stocks. After 60 to 90 days of a market correction, assuming the market stays depressed, the portfolio typically recovers 85% to 100%, as the hedges mature. Targeted returns for the portfolio are 10% to 12% annually, after commissions.