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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......................

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