quantumrock Equity Alpha Add-On

quantumrock’s Equity Alpha Add-On combines long volatility and alpha-driven equity strategies to enhance equity portfolios.

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THE INVESTMENT APPROACH

quantumrock’s Equity Alpha Add-On combines alpha-driven long volatility and equity strategies to enhance clients’ equity portfolios through the generation of Crisis Alpha during market turmoil.

The product’s systematic strategies time the market and occasionally take long positions in the VIX Future to profit during market sell-offs and to generate Crisis Alpha.

In addition, the Alpha Add-On occasionally positions itself short in equity whenever a downturn is predicted. Situative long equity positions are taken to capture short term recoveries in the equity market during very volatile periods.

All strategies are alpha-driven and require risk tolerance towards short-term drawdowns.

Simulated Financial Performance | Equity Alpha Add-On Index

Source: QREQA (Bloomberg-Ticker).

Risk Notice

All the benefits of the strategy presented are also offset by significant risks. quantumrock's strategies are generally rated in the second highest risk category (6 out of 7) and carry significant risk of loss. The strategy may suffer similar or even higher losses than a comparable portfolio. All strategies are represented by derivatives. Derivatives generally involve medium default risk and minimal foreign exchange risk, among other risks, in addition to market price risk. All strategies are alpha-driven and require risk tolerance to short-term drawdowns. Past or back-tested performance is not a reliable indicator of future performance

Client Benefits

Client Benefits

Alpha-driven enhancement

of long equity portfolios through Crisis Alpha is expected to result in significant improvement of portfolio metrics

Significant reduction of protection costs

by timing the market instead of holding continuous positions

Continuous improvement

through regular retraining and modification by means of comprehensive data analysis

Regular expansion

resulting from high discovery rate of alpha sources due to automated AI Platform

Get in touch to learn more about quantumrock Equity Alpha Add-On!

Get in touch to learn more about quantumrock Equity Alpha Add-On!

Disclaimer

Risk Notice

All the advantages of the presented strategies are also offset by considerable risks. quantumrock’s strategies are generally classified in the second-highest risk class (6 out of 7) and involve considerable risk of loss. If a strategy has the objective of hedging or protecting positions, as a result of the strategy's methodology, it must not be understood as a "guaranteed hedge". The strategy can incur similar losses or even more than a comparable portfolio. All strategies are represented by derivatives. Derivatives, in general, include, among other things, mid-market default risk and minimal exchange rate risks in addition to market price risk. All strategies are alpha-driven and require risk tolerance towards short-term drawdowns. Past or backtested performance is not a reliable indicator of future performance.