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