Quadratic Capital Management

Quadratic is an innovative majority woman-owned investment advisory firm focused on global macro strategies based in Greenwich, CT.

Quadratic employs a risk-based approach to portfolio construction. We invest primarily in liquid options and swaptions across FX, commodities, rates, equities, and credit. Each individual, asymmetric position has a strictly limited risk-weighting, ensuring that no single directional view can have a large adverse impact on the portfolio.

Being long volatility is central to our structuring and, therefore, Quadratic tends to be uncorrelated to equity market beta in risk-off environments. Quadratic is an absolute return strategy, not volatility-based, so we aim to generate exceptional risk-adjusted returns in all volatility environments. We use options for risk management and to generate additional alpha by exploiting mispricings in volatility markets.

Company details

Website

http://www.QuadraticLLC.com

Year founded

2013

Company size

2-10 employees

Specialties

Global Macro, Derivatives, Alternatives, Cross Assets, and Options