Quantica Capital AG (Managed


Fund Investment Objectives

QUANTICA MANAGED FUTURES is an investment strategy with the objective to generate capital growth by investing in liquid financial futures and forward contracts in different asset classes. The investment universe includes the most liquid equity indices, fixed income instruments, interest rates, currencies and commodities. The program is managed according to proprietary quantitative models designed to identify and exploit market price anomalies. These anomalies can be best described as trending or mean reverting tendencies of prices. The uniqueness of the Quantica Investment Approach is to identify such tendencies between different instruments and asset classes and thus in a relative setting. We developed a statistical measure to test and to track the strengths of anomalies and base our portfolio construction on these real time available signals and in accordance to well defined risk parameters.