Derivatives research
Analysis of the futures and options market, including open-interest build-up by strike and expiry, which informs our strategies. We do not publish this research as reports.
- F&O
- Options OI analysis
- Expiry positioning
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- Strategies
Six strategy families, one research process
Multi-strategy and low-correlation by design. Each family is researched through Fusion Analysis and run on systematic rules.
These describe our research process, not an offer of any product. Derivatives carry a high degree of risk.
Futures strategies
Systematic use of futures to express trend and relative views, with position sizes set by volatility and correlation.
- Managed futures
- Equity long/short
- Trend following
Equity strategies
Factor-based and relative-value approaches that look for durable drivers of equity behaviour, tested across market regimes.
- Factor models
- Relative value
- Momentum
- Contrarian
Options strategies
Vanilla option positions and volatility analysis, with a preference for structures where the maximum loss is known in advance.
- Vanilla options
- Options analytics
- Volatility
Advanced options
Multi-leg structures designed around a specific view on direction, range or volatility, each with a defined risk profile.
- Spreads
- Butterflies
- Ladders
- Ratio spreads
- Straddles
- Strangles
Algorithmic and quantitative
Rules-based strategies built on statistical and machine-learning research, designed to adapt across market regimes, with explicit rules for when a strategy is paused.
- Systematic
- ML-assisted
- Regime-aware
- Low correlation
QRAC’s strategies are also applied in an offshore fund for eligible non-resident investors.
Questions about our strategies?
Talk to the team about our research and how our strategies are applied.