Strategies
DQT³ operates across complementary liquid-market strategies.
Strategy allocation is not fixed. Emphasis can change as market conditions and the opportunity set evolve.
Directional and relative-value opportunities arising from macroeconomic developments, monetary and fiscal policy, geopolitical events and changes in global capital flows.
Equity Indices · Rates · FX · Commodities
Selective long and short positions designed to participate in market moves where momentum, positioning, market structure or changing fundamentals support a directional thesis.
Strategies focused on relationships between instruments rather than broad market direction. Opportunities can arise across maturities, related instruments, markets and asset classes.
Options provide a flexible way to structure market exposure. They may be used to create asymmetric payoff profiles, express volatility views, hedge risks or introduce convexity into a portfolio.
Long and short exposures can be combined to isolate specific investment views and reduce dependence on general market direction.
Futures provide liquid and capital-efficient exposure across major global markets and play an important role in directional, macro and relative-value implementation.
Quantitative research supports parts of the investment process through measurement, validation and monitoring. Systematic strategies may complement discretionary approaches where they provide a differentiated source of information, return or diversification.
The overall investment philosophy remains judgement-led rather than model-led.