Quantumrock, the German volatility-focused quantitative hedge fund manager, is on a roll this year, its flagship fund’s performance surging into double-digit territory with an equity futures-and-treasuries model built around AI trading throughout the market cycle.
Quantumrock, the German volatility-focused quantitative hedge fund manager, is on a roll this year, its flagship fund’s performance surging into double-digit territory with an equity futures-and-treasuries model built around AI trading throughout the market cycle.
After generating a 1.2 per cent gain in May, the Munich-based firm’s Volatility Special Opportunities Program is now up almost 23 per cent for the year.
Long-volatility and tail-risk hedge fund strategies have been among the biggest beneficiaries of the seismic stock market slump during Q1, capitalising on the dramatic reversal and generating soaring returns while other strategy types collapsed amid the chaos.
As markets stabilised in April and May, Quantumrock – which launched in 2012 with a proprietary artificial intelligence investment model – has maintained momentum, trading a range of positions in the index volatility market.
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“Now more than ever, these consistently positive results throughout the current crisis are a clear testament to the strength of our AI systems and the extent to which they can assist our decision-making processes,” Quantumrock CEO Stefan Tittel said of the fund’s performance.
Specifically, the VSOP strategy – which has a real-money track record dating back to July 2016, and was recently unveiled on Deutsche Bank’s dbSelect managed account platform – has a balanced portfolio comprising S&P 500 futures and treasuries with a duration risk of circa five years. The AI-based fund also trades overlay strategies on situational patterns.
“Great opportunities are always there to be found throughout all points of the market cycle, and we continue to demonstrate that our business remains well-placed to source them for our clients,” Tittel observed.
