Quantedge Capital PTE LTD
Quantedge Capital Pte Ltd is an alternative investment asset manager founded in 2006 and headquartered in Singapore, with an additional office in New York City. The firm specializes in systematic, quantitative global macro investing, serving high-net-worth individuals, family offices, and institutional clients. Quantedge employs over 100 professionals and is recognized for its strong in-house alignment, as its employees are the largest collective investor in its own fund.
Investment Strategy
Quantedge Capital employs a systematic investment strategy using advanced statistical models and algorithms to invest across a broad range of macro asset classes, including equities, bonds, commodities, currencies, and insurance-linked securities. Their approach emphasizes ultra-diversification, investing in more than 200 markets globally and dynamically allocating risk to optimize portfolio returns. The firm targets a constant risk level, approximating 25% annualized volatility, and seeks to extract risk premiums with minimal exposure to emotional bias through a purely quantitative process. Investments are held from weeks to several years, with no focus on high-frequency or day-trading strategies, allowing the portfolio to withstand significant market shocks.
Top Holdings
Equity Positions (58)
| Ticker | Security | Weight | Market Value | Shares | Avg Cost | Price | Change (QoQ) |
|---|---|---|---|---|---|---|---|
D DNOW | DNOW INC | 9.64% | $10.5M | 710,210 | $16.80 | $14.83 | -$6.7M |
C COLM | COLUMBIA SPORTSWEAR CO | 6.75% | $7.4M | 120,700 | $77.70 | $61.08 | -$5.9M |
G GIII | G III APPAREL GROUP LTD | 6.07% | $6.6M | 295,716 | $27.94 | $22.40 | -$3.7M |
A ALK | ALASKA AIR GROUP INC | 5.55% | $6.1M | 122,400 | $49.22 | $49.48 | -$11.0M |
C CRTO | CRITEO S A | 4.21% | $4.6M | 191,778 | $40.14 | $23.96 | -$5.0M |