SMA Program Catalogue

Investing in theFuture of Alpha.

Qlumina is an AI-native asset management firm exclusively focused on top-tier quantitative systematic strategies. We identify and institutionalize elite AI-driven managers to deliver consistent absolute returns through sophisticated technology and rigorous risk management.

Published Mandates

Select a program to request access and review institutional materials.

Strategy Frequency

Showing all frequencies

10 Active Vectors Found

Chicago program

Chicago

54 Futures Markets Across Global Exchanges

MFT

Chicago is the flagship multi-strategy vehicle within the Qlumina ecosystem, engineered to provide consistent, absolute returns through all market regimes. By deploying a diversified ensemble of five complementary quantitative engines, the strategy achieves a

Gross
CAGR

35.29%

Sharpe
Ratio

3.20

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Dubai program

Dubai

CME, CBOT, COMEX, NYMEX, ICE-US, ICE-UK, EUREX

MFT

Dubai is a systematic, medium-risk multi-model trend strategy engineered to deliver enhanced risk-adjusted returns per unit of capital deployed. Sharing the same diversified global futures universe as the broader Qlumina trend platform, Dubai distinguishes its

Gross
CAGR

+53.15%

Sharpe
Ratio

2.56

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Kiruna program

Kiruna

US Liquid Equities

MFT

Kiruna is a dynamic, high-conviction long-only equity strategy focused on highly liquid US equities. The strategy is engineered to capture concentrated upside by systematically deploying capital into companies undergoing accelerated price discovery and structu

Gross
CAGR

+30.60%

Sharpe
Ratio

1.90

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New York program

New York

CME, CBOT, COMEX, NYMEX, ICE-US, ICE-UK, EUREX

MFT

New York is a high-conviction, fully systematic trend strategy designed to deliver outsized returns through aggressive, disciplined participation in the most strongly trending global futures markets. Engineered for sophisticated investors seeking maximum alpha

Gross
CAGR

+171.13%

Sharpe
Ratio

2.98

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Qairon program

Qairon

US Liquid Equities

MFT

Qairon is a rigorous, systematic equity strategy designed for sophisticated allocators seeking absolute ethical alignment alongside dynamic capital growth. To ensure unquestionable Shariah compliance, the strategy strictly limits its investment universe to the

Gross
CAGR

13.52%

Sharpe
Ratio

3.39

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Sedona program

Sedona

S&P 500

MFT

Market-neutral pairs trading on S&P 500 constituents.

Gross
CAGR

+49.58%

Sharpe
Ratio

2.47

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Singapore program

Singapore

Futures — Commodities

MFT

Singapore is a premier systematic Commodity CTA strategy providing diversified, uncorrelated exposure across the full breadth of global commodity markets. Designed for institutional allocators seeking robust portfolio diversification, the strategy delivers a p

Gross
CAGR

+42.46%

Sharpe
Ratio

2.89

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Tokyo program

Tokyo

CME, CBOT, COMEX, NYMEX, ICE-US, ICE-UK, EUREX

MFT

Tokyo is a premier, high-convexity systematic macro strategy engineered to deliver exceptional risk-adjusted returns across a diversified global universe. With a proven six-year live track record, the strategy targets absolute, non-correlated capital appreciat

Gross
CAGR

+39.68%

Sharpe
Ratio

2.97

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Miami program

Miami

SPY (S&P 500 ETF, total return)

MFT

Miami is a systematic, market-neutral statistical-arbitrage strategy on the most liquid US large- and mid-cap equities, engineered to deliver absolute, uncorrelated returns through short-term mean-reversion paired trades.

Gross
CAGR

+54.52%

Sharpe
Ratio

2.96

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Porto program

Porto

XAUUSD / Spot Gold

HFT

XAUUSD high-frequency systematic strategy focused on intraday microstructure patterns in the gold market with zero overnight exposure.

Gross
CAGR

+237.05%

Sharpe
Ratio

15.61

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Industry Landscape

The Rise of Systematic Alternatives.

Institutional allocators are rotating toward absolute return strategies for market uncorrelation, structural liquidity, and capital efficiency across liquid instruments.

Systematic Alternatives