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 

A

Fund Data

Fund Domicile

Cayman Islands

Legal Structure

A Cayman Islands exempted company licensed as a retail mutual fund

Fund Currency

USD

Net Asset Value

100.65

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

+44 (0) 207 888 4959