Investment Concepts and Product Design
Our Investment Concepts
All of our indexation and investment concepts have been designed as “absolute return“ strategies, i.e. they are able to profit from rising as well as from falling markets and therefore, they do not depend on the general development of the capital markets.
Pure hedging conceptions are intended to systematically protect portfolios of the asset classes of shares, pensions, currencies and raw materials, existing on the part of the customers, from price risks in the course of time („overlay management“).
We attach importance to highly liquid hedging or investment instruments that are traded on the stock exchange. All investment types can be traded by our customers daily and are based upon the following analysis methods:
Investment concepts on basis of quantitative time course analyses:
Quant.Möbius Dax Classic and Quant.Möbius Dax Portfolio: 2 share strategies for shares of the Dax 30 index based upon an absolute return concept in accordance with the investment principle ”Golden Cross” of the technical market analysis (systematic long-/short-term approach).
The share strategies of “Quant.Möbius Dax“ are based upon empirical studies conducted by Prof. Dr. Christian Möbius (Duale Hochschule Baden-Württemberg, Karlsruhe; Baden-Württemberg Cooperative State University Karlsruhe) about the success of longer-term trend following systems for the insurance business. They constitute conservative absolute return conceptions on basis of shares of the German stock index “Dax” having a longer-term investment period to build up sustainable substance.
Quant.Möbius Dax Classic is managed directly in accordance with the classic “Golden Cross“ configuration (38 days or 200 days of moving averages), whereas Quant.Möbius Dax Portfolio I is managed in accordance with a strategy portfolio showing variations of the classic “Golden Cross” base strategy.
In the field of risk management, both share strategies use Dynamic Risk Control, a proprietary risk control system, in addition to the qualified approach, to further perpetuate the revenue performance.
Quant.Möbius DAX Classic and Quant.Möbius DAX Portfolio combine the advantages of an investment in shares of the Dax-30 index with the protection by a systematic short overlay to achieve an indexation and with additional potential profits during bear markets.
Both strategies based upon the “Golden Cross” concept have been made available since 2nd January 2012 within institutional public funds in accordance with the UCITS-IV Directive.
Quant.Möbius Golden Cross Diversified: A systematic long-/short-term trend following strategy based upon the investment principle of the “Golden Cross“. Here, this strategy approach is applied separately to a globally diversifying portfolio consisting of the asset classes of shares, pensions, currencies and raw materials. Further diversification is made by variations of the base strategy of the “Golden Cross” concept for these asset classes. The strategy of Golden Cross Diversified is implemented through highly liquid standard futures contracts of the leading international futures markets (EUREX, CME, ICE).
The systematic risk management of Quant.Möbius Golden Cross Diversified limits the market risks of the whole portfolio, of the percentage of the various investment classes in the whole portfolio, of the exchange risks and of the amount of the various investments in the portfolio. In addition to the qualified approach, Dynamic Risk Control is used as a supplementary risk control system to further perpetuate the revenue performance.
Quant.Möbius Golden Cross Diversified has been made available for Private Investors and for Institutional Investors since 16th January 2012 within a balanced fund in accordance with the UCITS-IV Directive.
Investment concepts on basis of quantitative market analyses:
Quant.El-Erian - an algorithmic, quantitative FX-Alpha strategy in a portfolio of G-10 currency pairs. The basis is a high frequency real time data sytem, which includes, macro-economic and trading data for maximal information input for the forecasts and portfolio and execution optimizations. The concept constitutes of portfolio adjustments minimizing transaction costs over short term trading horizons (1-3 days).
Quant.El-Erian is available as per 10th April 2013 to Institutional Investors within the scope of a mixed fund (UCITS-IV) compliant with the guidelines.
Quant.Risk Factored Absolute Return - a factor-based, systematic “long”/”short” strategy of European stock-index-contracts in a UCITS fund format compliant with the guidelines. Quant.Risk Factored ist available per 18th June 2013 to Institutional Investors.
Quant.Fixed Income Long/Short – An integrated, dynamic interest overlay management on basis of short-, middle- and long-term investment concepts to exclusively hedge pension portfolios against capital losses with rising capital market interests or on basis of hedging concepts with additional return components (long-/short-term overlays). There are different ways to set up these investments including a special funds overlay management or the integration of existing asset portfolios into managed account structures, distributing or accumulating.
Quantitative evolutionary development of strategies:
Quant.Genetic Pure Alpha: An active trading concept without parameters on basis of a genetic programming. It can be scaled by the customers and disposes of a high return/risk potential with a limited amount on basis of an individual asset investment/of managed accounts.
Individual development of strategies:
We will be happy to also design individual hedging and investment strategies/portfolios for you consisting of the asset classes of shares, pensions, currencies and raw materials on basis of comprehensive strategic data bases, with freely configurable investment levels, opportunity/risk profiles, money management algorithms etc. Please do not hesitate to contact us.
Interested investors can get further information and specifications with regard to these investment concepts in our Customer Login.