Apex Quantitative Group

Thomas Rollinger serves as Chief Investment Officer and is the architect of the firm's quantitative models. He previously spent over a decade as Director of Research at Red Oak Commodity Advisors, a prominent managed futures firm. Rollinger is known for publishing applied research on volatility scaling and regime detection in futures markets, informing Apex's systematic process.

The firm trades a diversified portfolio of global futures and foreign exchange markets. Sectors include equity indices, government bonds, currencies, energies, metals, and agricultural commodities. The program uses systematic models to allocate risk across roughly 50–60 highly liquid derivative markets.

Apex blends momentum signals with mean-reversion and volatility-regime models developed in-house by Thomas Rollinger. The firm employs dynamic risk allocation that adjusts exposure based on prevailing cross-asset correlations and volatility clusters. Rollinger has publicly advocated for regime-switching techniques to improve Sharpe ratios in managed futures (published research accessible in public financial archives).

Apex runs a direct trading strategy—allocating client capital into its proprietary managed futures program—rather than committing to third-party funds. The firm does not operate as a fund-of-funds or invest in external hedge fund managers.