Rotella Capital Management

RESEARCH &
TECHNOLOGY FOCUS

DISCIPLINED
RISK MANAGEMENT

CONSISTENT ABSOLUTE RETURNS

COVID-19: ANALYSIS AND FORECASTS
October 1st, 2020: An analysis of SARS – CoV2 Data and Forecasts
2020-10-01
This is an update as of October 1st, 2020.
We are analyzing the existing available data on daily deaths caused by the SARS-CoV2 virus and use that in conjunction with certain simple models to predict … Read more..
May 14th, 2020: An analysis of SARS – CoV2 Data and Forecasts
2020-05-14
This is an update as of May 14th, 2020.
We are analyzing the existing available data on daily deaths caused by the SARS-CoV2 virus and use that in conjunction with certain simple models to predict … Read more..

LATEST NEWS & ARTICLES
BATTLEBLITZ Webinar Series: QUANT MODELS UNDER STRESS!
2020-04-16
How the COVID-19 Factor Model, Nowcasting and Updated Risk Parameters Will Save Institutional Allocations
APRIL 16, 2020 10:00AM – 11:00AM EST
Qdeck Rotella ML Long-Only Volatility Program
2020-03-26
Qdeck Rotella ML Long-Only Volatility Program (“MLVP”) is a fully-automated trading strategy designed to complement portfolios consisting of stocks, bonds and momentum.

Adding long VIX futures attains similar exposure to rolled put option exposure. This … Read more..

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