What We Do

Programs

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 diversified across approximately 200 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
  • Currently closed to new investors

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
  • 10-day average hold timeframe
  • Available as a commingled fund 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 fund investment, separately managed account, or through the MontLake UCITS platform

Crabel Contra

Crabel Contra is designed to exhibit negative correlation to global equity markets and deliver positive returns in all environments while remaining opportunistically geared towards volatile, equity bear market environments. Its strategies incorporate machine learning, portfolio protection, systematic asset leverage timer, and other varied opportunistic concepts.

Program Details

  • Crabel Multi-Product sub-portfolio
  • Launched as a stand-alone product in 2019
  • 7-day average hold timeframe
  • Available as a commingled fund investment or separately managed account

Custom Solutions

In addition to our standard program offerings, Crabel can customize bespoke portfolio solutions to meet our investors’ specific needs.

Contact us for more information or to discuss custom solutions.

Get to know the people, history, and culture behind our programs and portfolio offerings.