SMA Program Catalogue
SMA Program Catalogue

Investing in the
Future 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.

Chicago program
MFTLive

Chicago

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

CAGR
Sharpe
Benchmark54 Futures Markets Across Global Exchanges
Dubai program
MFTLive

Dubai

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

CAGR
Sharpe
BenchmarkCME, CBOT, COMEX, NYMEX, ICE-US, ICE-UK, EUREX
Kiruna program
MFTLive

Kiruna

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

CAGR
Sharpe
BenchmarkUS Liquid Equities
New York program
MFTLive

New York

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

CAGR
Sharpe
BenchmarkCME, CBOT, COMEX, NYMEX, ICE-US, ICE-UK, EUREX
Qairon program
MFTLive

Qairon

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

CAGR
Sharpe
BenchmarkUS Liquid Equities
Sedona program
MFTLive

Sedona

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

CAGR
Sharpe
BenchmarkS&P 500
Singapore program
MFTLive

Singapore

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

CAGR
Sharpe
BenchmarkFutures — Commodities
Tokyo program
MFTLive

Tokyo

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

CAGR
Sharpe
BenchmarkCME, CBOT, COMEX, NYMEX, ICE-US, ICE-UK, EUREX
Miami program
MFTLive

Miami

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.

CAGR
Sharpe
BenchmarkSPY (S&P 500 ETF, total return)
Porto program
HFTLive

Porto

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

CAGR
Sharpe
BenchmarkXAUUSD / Spot Gold
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
Systematic Alternatives

Uncorrelated return streams, daily liquidity, and systematic capital efficiency.

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Engineered for absolute returns. Built for institutional resilience.

Continue into onboarding or contact the investment desk directly.