quantumrock Equity Alpha Add-On
quantumrock’s Equity Alpha Add-On combines long volatility and alpha-driven equity strategies to enhance equity portfolios.
Back to our products
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
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!
Dr. Stephan M. Hauska has 25 years of international experience in Global Wealth Management, Family Office Services and Institutional Sales. Stephan previously held key senior management positions at Fürstlich Castell’sche Bank, Spudy & Co. Familiy Office, Lombard Odier Darier Hentsch & Cie and UBS. He started his career as a Consultant at Ernst & Young in the Financial Services Sector.
As Head of Office in Munich at Fürstlich Castell’sche Bank and Spudy & Co. Family Office, he efficiently led and built sales teams and maintained strong UHNW client relationships. At Lombard Odier Hentsch & Cie in Zurich he was a member of the Management Board and Head of the German Market. Before that, Stephan served with UBS in Zurich as a member of the Global Key Clients Executive Committee, where he oversaw Key Clients from Central Europe and established international advisory teams.
Stephan received his Dr. rer. pol. Degree and Diploma in Business Administration at the University of Siegen, with additional studies at University Milan and Harvard University.
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.