Equity Alpha Add-On

Quantumrock’s Equity Alpha Add-On combines long volatility and short equity strategies to enhance equity portfolios.

Traditional hedging approaches, such as continuous long VIX exposure or Put options, come at a hefty price (negative cost of carry) that will offset any expected returns during periods of low volatility.

Using our proprietary AI Platform, we developed systematic strategies that time the market and occasionally take long positions in the VIX Future and short positions in equity (S&P 500 Futures). This alpha-driven approach of timing the market can provide downside protection characteristics to equity portfolios without the typically high costs arising from classical long volatility approaches and generate Crisis Alpha in times of market turmoil.

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

Get in touch to learn more!

Get in touch to learn more!