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IMPORTANT NOTICE AND DISCLAIMER

EUROPE:

The information presented on this website is intended solely for PROFESSIONAL CLIENTS and ELIGIBLE COUNTER-PARTIES as defined by MiFID (Markets in Financial Instruments Directive) and is not intended for retail clients.

US:

The information presented on this website is intended solely for QUALIFIED ELIGIBLE PERSONS.

 

 

The content presented does not constitute investment advice but is for informational purposes only. It does not constitute a solicitation, offer or recommendation to buy, sell or otherwise dispose of any financial instrument related to Aquantum’s investment programmes. An investment decision may only be made on the basis of the official sales documents.

In some jurisdictions, the dissemination of the information presented is subject to further legal restrictions. The content is therefore not directed at market participants whose place of business is subject to a jurisdiction that imposes restrictions on the dissemination of such information. Aquantum cannot guarantee the topicality, correctness, completeness and accuracy of the representations on the following pages. Any liability and warranty is therefore completely excluded.

INFORMATION ON PAST PERFORMANCE DOES NOT PERMIT FORECASTS FOR THE FUTURE.

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Aquantum Active Range (AAR)

AAR is a delta-based option strategy designed to continuously exploit equity market fluctuations regardless of long-term market direction.

Client focus

The AAR strategy is aimed at investors who are looking for an attractive source of return that can also have a stabilising effect on their portfolios. Active Range aims to achieve equity market-like returns over the long term in both bull and bear markets without major drawdowns.

Investment strategy

The AAR strategy is implemented exclusively by means of liquid, exchange-traded put options on the S&P 500 – with relatively short residual terms. There is the possibility of profiting up to 58 times per year with a limited premium.

“Active Range” means continuous adjustment of the positioning to the current market and volatility environment (Delta short and Gamma long) and active risk management throughout the trading session – our unique selling point.

Our return target is 6-10% net p.a. with a volatility of 5-7%. Due to negative correlation to the equity market, the programme not only functions as an attractive stand-alone solution, but also as an ideal portfolio supplement.

Strategy development and risk management are based on over 20 years of market experience and a data history of 35 years.

Investment opportunities

Mutual funds (UCITS/UCITS), offshore solutions, managed accounts, segment management.

Live Date:

14 May 2021

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Risk notice

PAST PERFORMANCE IS NO INDICATOR OF FUTURE RESULTS. TRADING IN FUTURES/OPTIONS INVOLVES CONSIDERABLE RISKS.

It is therefore imperative to carefully consider whether such trading is suitable in light of the investor’s financial circumstances. A potential loss cannot be determined in advance and may exceed the collateral (margin) provided. Should interested investors consider trading, or authorise someone to trade, they should be aware of all the risk factors described in our Disclosure Document. This is available on request.
The performance rankings mentioned on this page, if any, do not represent the entire universe of CTA managers. Only firms that publish performance data are included.