Programs

At the forefront of quantitative institutional asset management

Crabel specializes in systematic trading of managed futures and currencies with a specific focus on low-latency algorithmic trading. We have broad reach to more than 200 global futures and currency markets. We constantly research to evolve our highly diversified portfolios of uncorrelated systematic strategies. With nearly three decades of institutional asset management experience, we strive to be best-in-class with regard to our business operations and culture of compliance.

Our Flagship Offering

Multi-Product

  • Systematic short-term trading
  • Uncorrelated pure alpha product
  • High turnover/low margin approach
  • 20+ year live trading track record
  • Average hold timeframe ranges from minutes to several weeks. 60-70% of the risk is allocated to trades held 2 days or less.
  • Combines multiple unique portfolio research streams

Additional Offerings

Advanced Trend

  • Multi-Product sub-portfolio
  • 4+ year live trading track record
  • 35 to 45-day average hold timeframe
  • Seeking to be the world’s best Trend Follower (∝lpha at βeta+ fees)

 

Gemini

  • Multi-Product sub-portfolio
  • 1+ year live trading track record
  • 10-day average hold timeframe
  • Deliberately low correlation to both trend following and our Flagship Multi-Product