KeyQuant

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Founded by Robert Baguenault de Viéville and Raphaël Gelrubin, KeyQuant SAS is a Paris investment management company established in December 2009. Focusing on the highly liquid global futures markets, Key Trends aims to outperform more traditional CTAs with its systematic trading system in medium-to-long-term investments.

Key Trends can identify establishing trends quickly using an innovative probabilistic model. It is also capable of characterizing established trends with high potential as well as detecting reversals in these trends. This increases the ability to identify opportunities for profit when compared with competitors. Other advantages include the ability to assess global trends using “GEF,” a unique “Global Economic Factor” that allows Key Trends to manage its portfolio for optimal exposure.

Investment Strategy

The Key Trends program is based on the research of its co-founding PMs, Raphaël Gelrubin and Robert Baguenault de Viéville, and is a trend-following program for medium to long-term investment.

Using its consistent and constant analysis of trends, and based in a well-diversified portfolio, Key Trends is an innovative system for investment. Additionally, Key Trend utilizes the Global Economic Factor (GET), in order to manage risk and adjust the portfolio downward during trending times of uncertainty in global markets.

Using the same Global Economic Factor (GET), the system is capable of identifying trends of low risk and high potential for success, systemically adjusting the portfolio to take advantage and maximize profits. These adjustments are made on a daily basis in order to optimize the portfolio.

Key Personnel

Robert Baguenault de Vieville, Co-Founder

Mr. Baguenault de Viéville is the co-founder and CEO of KeyQuant, having established the investment management company in Paris, France in December of 2009. Mr. Baguenault de Vieville manages the portfolio and is responsible for trading, business operations, and information technology.

Prior to this, Mr. Baguenault de Vieville worked as an independent consultant, performing research in investment trends from January 2009 to November 2009, establishing the principles and basis for launching KeyQuant.

Mr. Baguenault de Vieville was a partner at quantitative research firm BGB from November 2007 to December 2008, and supervised various research projects for the Paris firm.

From May 2006 to October 2007, Mr. Baguenault de Vieville worked as an independent consultant from May 2006 to October 2007, working on the launch of BGB and performing research in systemic investment trend following.

Mr. Baguenault de Vieville worked at formerly Paris-based investment management company Man-Fidex Ltd. as a quantitative analyst from April 2004 to April 2006, where he was responsible for research in portfolio management.

Mr. Baguenault de Vieville holds an Engineering degree from ESTACA-Paris and a Master’s degree in International Finance from HEC Paris. He has been a listed Principal with the NFA since January 18, 2011, and listed as an Associated Person since March 22, 2011. Mr. Baguenault de Vieville has also been listed with French Regulator the Autorité des Marchés Financiers since December of 2009.

Raphaël Gelrubin, Co-Founder

Mr. Gelrubin is the co-founder and CIO of KeyQuant, a Paris-based investment management company established in December 2009. As CIO, Raphaël Mr. Gelrubin is responsible for managing the portfolio, trading, general business operations, and information technology. Mr. Gelrubin worked as an independent consultant from January 2009 to November 2009, preparing for the launch of KeyQuant and performing research into investment trend-following systems.

Mr. Gelrubin was a partner at BGB, the Paris quantitative research firm, from November 2007 to December 2008, where he supervised a variety of research projects

From May 2006 to October 2007, Mr. Gelrubin worked as an independent consultant, performing researching in trend-following investment systems, and as a member of the BGB launch team.

Prior to that, Mr. Gelrubin worked as a quantitative analyst at then Paris-based investment management company Man-Fidex Ltd. from September 2004 to April 2006.

Mr. Gelrubin holds a Master’s degree in Statistics and Probabilities from ENSAE as well as a degree from Paris-Dauphine University. He has been listed as a Principal with the NFA since January 18, 2011, and as an Associated Person since April 4, 2011. Additionally, Mr. Gelrubin has been registered with the French Regulator Autorité des Marchés Financiers since December of 2009.

Performance Statistics

KeyQuant SAS – Performance statistics for the Key Trends program from January to December 2014 state a cumulative total return of 116.28% with a return of 16.68% compounded annually. There is an annualized standard deviation of 20.08%. The monthly correlation to the S&P 500 TRI is 0.30.

KeyQuant SAS – The annualized Sharpe ratio (0%) for the Key Trends program during the time frame was 0.87. The monthly maximum loss occurred during June 2012 and calculated at -7.73%. The maximum drawdown occurred during the time period February 2012 to March 2014 at -19.15%.

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