Quadriga Aqua UCITS is an absolute return liquid strategy that has the dual objective of preserving capital and achieving positive returns in the long term independently of market conditions.
This is achieved via the combination of antibubble strategies, precious metal and US Treasuries (80%), with S&P 500 futures (80%).
Quadriga Aqua UCITS focuses on:
These objectives are achieved through the process of rebalancing between two completely uncorrelated strategies: S&P 500 and Quadriga Igneo UCITS.
On the defensive side, antibubble strategies assure positive returns in the case that market collapses. Whilst on the offensive side, returns on the S&P 500 are constantly captured on the way up. There is certain leverage in the strategy that allows for weights of 80% invested in Igneo and 80% in S&P 500 futures. Furthermore, a key element of the strategy lies in the action of rebalancing monthly so that the weights are always 80% / 80%. This way, you assure that you are buying cheap and selling expensive.
Diego Parrilla
INVESTMENT MANAGER
Diego has over 21 years of experience in the industry. Prior to joining Quadriga, he worked for JP Morgan, Goldman Sachs, Merrill Lynch, Nareco, BlueCrest, DymonAsia Capital and Old Mutual.
Diego holds a degree in mining and petroleum engineering from the Universidad Politécnica de Madrid and two master’s degrees in economics related to oil and minerals.
