Sun, Jan 21, 2018
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Quantam releases active index management tools to hedge against market shocks

Wednesday, October 02, 2013

Komfie Manalo, Opalesque Asia:

Independent asset management firm Quantam SA announced the release of "Beta Managed Futures," a series of diversified new-generation index investment programs which include dynamic hedging against market shocks.

Maxime Dupont, Chairman & CEO of Quantam said the BMFs series allow investors to invest Long term in a diversified panel of asset classes (world equities, regional equities, sovereign debt, currencies, gold, etc.) while benefiting from a mechanism able to reduce the negative impact of major market shocks.

He commented, "These products, designed primarily for QEP investors, are available with maximum transparency through segregated managed accounts, swaps or dedicated funds. They avoid counterparty or liquidity risks that may be present with other solutions, like ETFs, for example."

Dupont explained that BMFs use Quantam's "dynamic drawdown mitigator" technology that actively and automatically manage market exposure through listed futures contracts with no leverage.

According to him, Quantam’s hedging strategy is based on optimal progressive risk reduction as the maximal tolerated drawdown approaches. Unlike hedging with options, this strategy is not impacted by implied volatility or time value, and can also be readjusted far more easily due to the high liquidity of futures.

"This technique, which is customizable and 'portable’ to existing por......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Legal - Former Och Ziff hedge fund executive indicted for fraud in Africa investment scheme, prosecutor says, Hedge fund blasts defense of Puerto Rico restructuring law[more]

    Former Och Ziff hedge fund executive indicted for fraud in Africa investment scheme, prosecutor says From CNBC.com: A former hedge fund executive faces federal charges for defrauding a UK-based charity over investments in Africa, according to a grand jury indictment made public Wednesday.

  2. U.S. economy, inflation and alternative investments to dominate 2018 markets, says family office Wilmington Trust[more]

    Komfie Manalo, Opalesque Asia: The emergence of a late-cycle economy in the U.S., the mystery of inflation and growth from a domestic and global perspective, and the potential for alternative investments to prosper against a backdrop of rich valuations, low yields, and higher volatility are the t

  3. Performance - Some hedge funds deliver double-digit gains for 2017, Brevan Howard's hedge fund suffers biggest annual loss in 2017, Crispin Odey's flagship hedge fund plummeted about 20% in 2017, Profits fall 90% at ex-Morgan Stanley banker's hedge fund, Fannie-Freddie overhaul might mint hedge fund riches, losses[more]

    Some hedge funds deliver double-digit gains for 2017 From Reuters/Investing.com: A handful of hedge funds ended 2017 with double digit returns, their investors said, at a time the $3 trillion industry took in fresh money and posted its best returns in years, industry data show. Act

  4. Investing - Hedge funds start 2018 with record $19 billion bet on the euro, Hedge fund Kora Management invests in Satin Creditcare[more]

    Hedge funds start 2018 with record $19 billion bet on the euro From Reuters.com: Hedge funds have kicked off 2018 with their biggest bet ever on the euro rising, a clear vote of confidence in the single currency but, with positioning so stretched, one which could backfire in the near ter

  5. News Briefs - Mobius to retire from Franklin Templeton, Authorities decrypt smart phone of Princeton grad charged with killing Manhattan hedge fund dad, Investigators seize (more) antiques from hedge-fund billionaire Michael Steinhardt's collection[more]

    Mobius to retire from Franklin Templeton Emerging markets pioneer Mark Mobius will be stepping down as executive chairman of the Templeton Emerging Markets Group (TEMG) and formally retire from Franklin Templeton on 31 January. He will also be relinquishing his post as portfolio manager