Asset Management QT Fund Ltd

QT Fund Ltd

A limited capacity pure quant fund focusing exclusively on high Sharpe strategies

The Fund

Credit Suisse’s QT Fund Ltd (“QT Fund”), domiciled in the Cayman Islands, is a quantitative fund specializing in systematic trading strategies. The QT Fund aims to deliver uncorrelated, low volatility returns by developing and deploying systematic data-driven investment strategies. The trading strategies tend to focus on profit opportunities from distortions in the relative valuations of large and diverse global portfolios or react to real-time demand for global securities by providing liquidity.

The Team

The Portfolio Management team for the QT Fund has been working together at Credit Suisse for more than 20 years, until recently, in the investment bank managing the firm’s own capital. The team develops statistical and quantitative techniques and applies them to a large body of third party and proprietary datasets in an effort to identify and develop trading and investment strategies with a potentially attractive risk / reward profile. 

Fund Classification

Fund Name QT Fund Ltd
Asset Class Equities
Share Class Class A Shares (Unrestricted) Class A Shares (Restricted)

Fund Data

Fund Domicile Cayman Islands
Legal Structure A Cayman Islands exempted company licensed as a retail mutual fund
Fund Currency USD
ISIN for Class A Shares (Unrestricted) KYG7306G1038
ISIN for Class A Shares (Restricted) KYG7306G1111
Class A Shares (Unrestricted) Net Asset Value 108.72 USD
Class A Shares (Restricted) Net Asset Value 109.28 USD
Inception Date 6 february 2017
Currency USD
Accounting Fiscal Year End, December
Price Frequency Monthly NAV
Sales Registrations Public Offer in the Cayman Islands and the Bailiwick of Guernsey with listing on the Cayman Islands Stock Exchange and the Channel Islands Securities Exchange Authority Limited
Fees 0.75% management fee
35% performance fee subject to high water mark
Pass through expenses equal to the operating costs of the business
2% early redemption fee if redemption occurs with 30 day notice instead of the required 90 days
5% early redemption fee in the first year
Investment Manager Credit Suisse Asset Management, LLC

Investor Services

Email
Phone

+1 212 538 1732