Dear friends, investors and valued business partners,
Quantumrock's Volatility Special Opportunities Programme (VSOP), a tail-hedging strategy, has been able to show its downside protection capabilities during last Friday's market sell-off.
During the trading session, one of VSOP’s Crisis Alpha strategies was triggered by the sell-off in the S&P 500 and took a long position in the VIX Future.
VSOP returned about 1.5% for its investors on Friday, while the S&P 500 lost m