Investment Overview
Strategy Description
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's Volatility Special Opportunities Program (VSOP) provides an effective equity tail hedge through situative long VIX exposure, which offers downside protection, without a negative carry compared to traditional long volatility approaches. During bullish market phases, VSOP’s long equity bias tends to generate positive returns.
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.
