Quantumrock’s Flagship Strategy Closes Q1 Up 2.77 Per Cent

by hedgeweek.com posted 5months ago 5 views
AI hedge fund Quantumrock’s flagship volatility strategy off to a winning start in Q1 Submitted By Hugh Leask | 14/04/2021 - 1:20pm German volatility-focused quantitative hedge fund manager Quantumrock’s flagship strategy has finished the first quarter up 2.77 per cent after successfully trading on the spike in volatility earlier in the year. The Volatility Special Opportunities Program (VSOP) – a systematic equity tail hedge strategy which trades a range of positions focused on equities and treasuries index volatility – generated a 1.79 per cent gain during the late February rise in volatility.

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