KeyQuant: The Benefits Of An All-Weather, Fully Systematic Trading Model

KeyQuant: The Benefits Of An All-Weather, Fully Systematic Trading Model

Based in Paris, KeyQuant started 2010 with $6 million and was able to attract a large institutional investor base and grow quickly. The two co-founders, trained in finance, aeronautics and statistics, graduated from top French engineering schools. They have been working together since 2004 and from 2006-2009 developed Key Trends, a medium-to-long-term systematic trading system which invests in the 50 most liquid financial futures markets.

Based on its innovative probabilistic model and auto-adaptility, Key Trends is able to detect establishing trends quickly, to characterize high potential established trends, as well as detecting trend reversals sooner, thus elevating Key Trends’ profit potential versus its peers. Moreover, thanks to a proprietary, unique “Global Economic Factor” (GEF) indicator, Key Trends is able to assess the strength of global economic trends in order to optimize its portfolio exposure and improve the convexity of returns.

An Hour With Ben Graham

This interview took place on March 6 1976. At the time, a struggling insurer, Government Employees Insurance Company (GEICO) was making headlines as it teetered on the brink of bankruptcy. Ben Graham understood the opportunity GEICO offered, and that’s where the interview began. Ben Graham and his partners had, at one time, been significant shareholders Read More

KeyQuant: The Benefits Of An All-weather, Fully Systematic Trading Model

Hear the two co-founders Robert Baguenault de Viéville and Raphaël Gelrubin talk about:

  • The benefits of an “all weather”, fully systematic trading mode and the decisive role of systematization
  • How KeyQuant has redefined the way to look at risk and how tocapture market trends
  • How the model differentiates between normal and extreme risk
  • KeyQuant’s work environment: Autonomy & squeezing out low value-added tasks
  • How running a CTA from Paris helped KeyQuant achieve a flying start


KeyQuant is registered and regulated by the AMF and also registered with the SEC and the NFA. Robert Baguenault de Viéville is a Graduate of ESTACA. With a Master’s degree from HEC, he began his career as a quantitative researcher with a subsidiary of Man Investments the University Paris – Dauphine and ENSAE. He began his career as a Investments specializing in managing futures. In 2007, Robert and Raphaël co-founded their first research company focused on systematic trading. In 2009, they formed the investment management company KeyQuant.


No posts to display