Qlumina Inc.
I run Qlumina with André Popov, who serves as President, COO, and MLRO. I lead quantitative research and portfolio management.
Trading Programs
We trade systematic programs across 50+ liquid futures contracts in equity indices, fixed income, commodities, and foreign exchange:
- Trend Following: Directional positions sized across multi-timeframe momentum signals.
- Cross-Asset Momentum: Relative strength across economically related contracts, capturing persistence and mean-reversion in cross-sectional spreads.
- Volatility Targeting: Dynamic exposure scaling targeting 10–15% annualized portfolio volatility.
Account Structures
- Separately Managed Accounts: Clients hold segregated accounts at their designated prime broker. Qlumina manages trading via Trade-Only Limited Power of Attorney with zero withdrawal authority — clients retain full beneficial ownership, daily liquidity, and real-time visibility.
- Swiss Actively Managed Certificates: Exchange-cleared debt securities with dedicated ISINs, settling daily through Euroclear, Clearstream, and SIX SIS — accessible through standard European banking custody.