quantumrock Treasury Alpha Add-On
quantumrock’s Treasury Alpha Add-On combines systematic strategies that predict the US Treasury market and take occasional short positions in the 10-Year US Treasury Future targeting an alpha-driven enhancement of treasury portfolios with focus on rising interest rates.Back to our products
Alpha-driven Enhancement of Treasury portfolios
focusing on rising interest rates, by occasionally taking short positions in the 10Y Treasury future
Significant reduction of protection costs
by timing the market instead of holding continuous positions
through regular retraining and modification by means of comprehensive data analysis
resulting from high discovery rate of alpha sources due to automated AI Platform
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.
Definition of gross / net returns
Gross performance takes into account all costs incurred at portfolio level (e.g. trading costs) and assumes reinvestment of any distributions. Costs incurred at client level, such as management and performance fees, are not included. Net performance also takes into account management fees and performance fees. Not included are individual costs of the investor, such as a custody fee.