The Case for The QuantIndex (TQI)

  1. “Buy and hold” and traditional active management are not optimal strategies anymore
    – Offer no capital protection in down markets
    – Some data suggests the market will decline over the next 15 years
  2. The best investors in the world  (i.e.: endowments like Harvard) hold large investments in hedge funds
    – Deliver returns with low correlations to the broader market
  3. Combining investment styles yield optimal results
    Value and growth, Fundamental and Technical analysis
    Momentum approach overperforms the overall market
  4. Investment rules should be based on empirical evidence and whenever possible “automated”
    Behavioural finance has demonstrated negative effect of emotional bias
    Quantitative Hedge Funds outperform Qualitative Hedge Funds
  5. Proper diversification improve risk/return profile
    – Correlation between asset classes is increasing thus new diversification model required
    – Avoid over-diversification

The QuantIndex (TQI): Combining Hedge Fund like investment strategies to provide consistent superior return while limiting downside risks regardless of the overall market performance.

TQI Highlights:
– Very high annualized return (123%)
– Relatively low volatility
– Low correlation to the market
– Very positive profit factor and risk-adjusted return


Based on backtest. Transactions costs included.
For illustrative purposes only.  Past performance does not guarantee future results.