Quantumrock

Quantumrock VSOP

Minimum Investment
$ 250,000
Management Fee 1.50%
Performance Fee 15.00%

Summary

Quantumrock's Volatility Special Opportunities Program (VSOP) consists of various sub-strategies that follow an absolute return approach and are minimally correlated amongst each other. The program dynamically invests in S&P500 Futures and Treasury Futures seeking alpha in bullish market phases. Additionally, VSOP aims to provide an effective intraday and short-term tail hedge through situative long VIX exposure. The objective is to predict and to capture volatility spikes induced by downturns in equity markets and to (over-)compensate potential losses. The AI-driven systematic investment process continuously optimizes all relevant trading parameters to ensure that all models adapt to market changes regularly. Signal generation, as well as order execution, are fully automated. VSOP is minimally correlated to most institutional or professional portfolios and therefore provides excellent diversification effects.