Tue, Sep 27, 2022
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Quantumrock's flagship strategy closes the first quarter with +2.77 %

Wednesday, April 14, 2021
Opalesque Industry Update - Quantumrock, the AI driven investment manager, announced that its absolute return strategy, Volatility Special Opportunities Program (VSOP), has closed the first quarter of 2021 up 2.77%.

The volatility strategies contributed with +1.79%, profiting mostly from the volatility spike in late February. Autocorrelation strategies on the S&P 500 and US Treasuries contributed with +0.98%.

Michael Zeller, CIO of Quantumrock commented on the fund's recent performance: "The first quarter of the year was dominated by rising bond yields and a value-led equity market rally. The two key drivers of this performance were the Democratic victory in the US state of Georgia at the start of the year, paving the way for massive further US fiscal stimulus, and the success of the vaccine rollout in the US. The rise in bond yields has been closely correlated with significant outperformance for financials and value stocks. Value stocks are up +9.8% year to date compared with +0.3% for growth stocks.

"The positive performance of VSOP this quarter reflects that our strategies' tail hedging capabilities through situative long VIX exposure are performing well."

Quantumrock's Volatility Special Opportunities Program (VSOP) is an Equity Tail Hedge strategy. Applying a systematic approach, the strategy's objective is to predict and capture volatility spikes induced by downturns in equity markets and to (over-) compensate potential losses, while also seeking alpha in bullish market phases.

Quantumrock is in the panel of Opalesque Webinar: Small Managers - Big Alpha

Article source - Opalesque is not responsible for the content of external internet sites

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
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. Opalesque Exclusive: Castle Hall's DiligenceExchange free Transparency Reports cover 100 managers with $10tn of assets[more]

    Matthias Knab, Opalesque for New Managers: Managers and investors can get free access to DiligenceExchange here: https://bit.ly/DXCInfo Castle Hall, the Du

  2. Other Voices: ESG exuberance is at all-time highs. But will investors buy?[more]

    As investors increase their focus on mission-based investing, they continue to grapple with ESG and what it means to them. By David Shalom, Director of Capital Introductions at Pershing Innovation. New investment solutions. That's how managers deliver value and attract new inve

  3. Opalesque Exclusive: This European mezzanine debt strategy offers equity-like returns with downside protection[more]

    B. G., Opalesque Geneva for New Managers: Mezzanine financier SIG-i operates in a relatively uncrowded space by proactively manufacturing financing solutions as an alternative to traditional debt and equity instrume

  4. Opalesque Video: Systematic Japan strategy follows the 'Keep it Simple' rule[more]

    B. G., Opalesque Geneva: For those looking to invest in the current opportunities underlying managed futures in Japan, here is a strategy that does just that, with the benefits of leverage, shorts, Big Data, proprietary technology, and academic research on market psychology. K2Q Capital'

  5. Opalesque Exclusive: How blockchain is helping the small guy invest in hedge funds[more]

    B. G., Opalesque Geneva: ADDX, Asia's largest private market exchange, is on a mission to democratise the private capital markets through blockchain and smart contract technology. With these technologies, the exchange can eliminate manual interven