What We Do
Programs
With over 30 years of experience, Crabel is a pioneer in the systematic trading of futures and foreign exchange instruments with a focus on low-latency algorithmic trading. Our portfolios of uncorrelated trading strategies are constantly evolving to adapt to changing market conditions and client or institutional needs. The exposure of most programs is predominantly diversified across approximately 250 global futures and foreign exchange markets and balanced across equities, fixed income, foreign exchange, and commodities sectors.
Our Flagship Offering
Crabel Multi-Product
The Crabel Multi-Product is an uncorrelated pure alpha product combining unique portfolio research streams. Its strategy types incorporate short-term momentum, mean reversion, trend participation, and other idiosyncratic concepts.
Program Details
- Launched as a stand-alone product in 1998
- 1-day average hold timeframe
- Available as a commingled investment or separately managed account
Crabel Gemini
Crabel Gemini is a pure alpha product that targets behavioral and structural market inefficiencies and provides low correlation to all traditional and alternative asset classes. Its 50+ strategies incorporate volatility breakout, reversal, factor timing, and other uncorrelated opportunistic concepts.
Program Details
- Crabel Multi-Product sub-portfolio
- Launched as a stand-alone product in 2016
- 8-day average hold timeframe
- Available as a commingled investment, separately managed account, or through the MontLake UCITS platform
Crabel Advanced Trend
Crabel Advanced Trend is a pure trend following product backed by decades of research on medium- to long-term trends that aims to be the world’s best trend follower, providing alpha at beta-plus fees. Its core strategies are pure momentum, including an assortment of modulation signals that adjust exposure at the market level based on trend quality and underlying market dynamics.
Program Details
- Crabel Multi-Product sub-portfolio
- Launched as a stand-alone product in 2014
- 35- to 45-day average hold timeframe
- Exposure spread broadly by sector and geography
- Available as a commingled investment, separately managed account, or through the MontLake UCITS platform
Custom Solutions
In addition to our standard program offerings, Crabel can customize bespoke portfolio solutions to meet a client’s specific needs.
Contact us for more information or to discuss custom solutions.
