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!
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.