QTR Capital Management LLC is an alternative investment management firm that leverages technical, fundamental and quantitative analysis, also known as quantamental analysis. Our team actively manages four long/short stock strategies, a non-directional income generating options-based strategy, and a leveraged & hedged dividend income fund that dramatically reduces drawdown during market corrections.
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 and periods of high volatility.
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 and sell-off stocks. This strategy typically generates 3% to 5% return monthly, where capital preservation and safety are a top priority.
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 & Hedged Dividend Income Fund – An elegant, alternative methodology that buys a basket of high-quality, big-cap dividend paying stocks & ETFs using leverage, isolates and extracts the dividend, and then hedges the position to handle a 30% correction of the stock or ETF. In the event of a market correction, drawdowns in this portfolio are usually 60% less. Moreover, in the event that the market corrects and stays down, the portfolio will usually recover to breakeven, or even show a small gain over a two month period as the hedges mature. Targeted annual return is 12%, offering superior risk adjusted returns to most stock and ETF investments. This strategy also has advantageous tax characteristics.
Alternative Income Fund 1 uses a proprietary methodology leveraging broad-based S&P500 and Dow Jones index options to generate steady income. This strategy overcomes limitations and drawbacks of traditional fixed income investing in bank CDs, US Treasuries, Muni/Corporate bonds and preferred stocks with better tax treatment, where 60% of yield is taxed as long-term capital gains. Moreover, the investor can liquidate at any time without impacting the overall effective yield.
Big Cap Growth identifies stocks with a market cap of $10b or greater that have strong technicals, fundamentals and statistical probabilities through quantitative analysis.