Be better invested

  • HIGH TECH - SCIENTIFIC - SYSTEMATIC
  • TAKING CALCULATED RISKS
  • WITH ARTIFICIAL INTELLIGENCE AND SYSTEM
  • ACHIEVE ABSOLUTE RETURNS

01 FOCUS ON ABSOLUTE RETURNS

Automated trading models to gain uncorrelated absolute returns and achieve protection in volatile, unfavorable market conditions.

02 SYSTEMATIC ONLY

Mathematic models, artificial intelligence, in-depth industry knowledge and software to design systematic, automatic trading models.

03 SEASONED AND TIME TESTED

Cornerstone systematic trading strategy with a real money track record of more than 20 years and proven to deliver substantial absolute returns ever since*.

04 EXPERIENCED

Team of highly skilled mathematicians, former professional traders, hedge fund industry thought leaders, industry experts and programmers.

05 SOLIDLY LICENSED

Boutique asset manager with BaFin license in Germany and CTA license with the National Futures Association (NFA) in the US.

Driven by the Search for Optimum Returns

For many years, we have been researching and developing software, algorithms and models for sustainable, plannable success on financial markets.

We are highly specialized in mathematic trading models. We believe in high tech and science only as reliable means to generate profits in financial markets.

Our focus is on markets for which we have established in-depth market intelligence.

At Quantumrock the experts think, research and invent; trading will be done by machines.

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KEY MARKET PHENOMENA OUR MODELS
ARE BASED ON

  • Occurrence of systematic, very short-termed price anomalies/deviations in the wake of market events, news and times of high volatility (crisis) rooted in behavioral finance
  • Occurrence of exaggeration and frequent retracements of price moves in times of high volatility (uncertainty and crisis)
  • Occurrence of almost imperceptible systematic price movements caused by predictable movements of large fundamental market players as well as imposed by market constraints (such roll over constraints, seasonal constraints).
  • Adaptive Markets Hypothesis (AMH)* introduced by M.I.T. professor Andrew Lew in 2005
  • VUCA Modell (Volatility, Uncertainty, Complexity, Ambiguity) introduced by the US Army War College and subsequently developed into a strategic leadership model

Who we are

QUANTUMROCK, founded in 2010, is a licensed asset manager specialized in developing and implementing automated trading systems. We have offices in Hamburg and Munich.

Our focus is on algorithms, artificial intelligence and systematic models in markets for which we have established in-depth market intelligence. Our strategies are either pure quantitative or quantamental, combining science and statistics with fundamental data points and industry insights.

Current focus research areas are long-short equity models, volatility models, spread and pair trading models as well as market neutral and directional models in commodity markets.

We offer high net worth private investors and institutions access to state-of-the-art automated trading models to reap uncorrelated absolute returns and to achieve protection in volatile, unfavorable market conditions.

Our longest running proprietary systematic trading strategy has a real money track record of more than 20 years and proven to deliver substantial absolute returns ever since.

OUR MANAGEMENT TEAM

QUANTUMROCK’s team consists of highly skilled mathematicians, former professional traders, hedge fund industry thought leaders, industry experts and programmers.

QUANTUMROCK IS A BaFin LICENSED FINANCIAL INSTITUTION

License

This institute is a licensed financial service institution registered at BaFin (German Federal Financial Supervisory Authority) with the number 124178 in accordance with §1 Sec. 1a Para. 2 Nr. 1, 1a, 2 and 32 KWG (German Federal Banking Act) [brokerage, investment services, underwriting, portfolio management]

Regulatory Authority

German Federal Financial Supervisory Authority, Lurgiallee 12, 60439 Frankfurt a.M.

EdW

Mandatory member of the German Securities Trading Companies Compensatory Fund located in Berlin.

National Futures Association (NFA)

Quantumrock in the US is a CTA licensed with the National Futures Association (NFA).

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The Facts

Founded in 2010, but having deep roots in the hedge fund industry since 1994. Investable for high net worth individuals and institutional clients from all European countries and the US.

Experts

Years of Research

YEARS OF REAL MONEY TRACK RECORD

Separate Trading Strategies

Our Approach

It is our goal to continue outperforming the market with our systems and methods.

Our approach is a powerful symbiosis of science, financial and behavioral theory. All of our systems are created by veteran traders and industry experts who used to trade on the trading floors of the largest exchanges in the US or were running systematic hedge funds before and developed by highly experienced technical professionals with extensive financial markets knowledge.

Our data scientists clean enormous sets of data. Not only financial data but anything from fundamentals (like earnings projections) to weather data that may have an impact on our trading systems.

Trading signals are executed fully automated based on our proprietary high-tech methodologies removing any emotional human ‘element’ from the decision making process.

At Quantumrock we believe that composing the right portfolio is an art form. All our trading systems are developed to produce returns that do not correlate with each other. Therefore, a holistic portfolio management approach starts at the very beginning of the design phase of our trading strategies.

Technology

TAKING ADVANTAGE OF MARKET ANOMALIES

Financial markets are simply not efficient. Price volatility or temporary price pattern anomalies for instance can be recognized and utilised to ones benefit using high performance systems and methods such as statistical arbitrage.

Whether by using statistical and mathematical modeling techniques, pattern recognition and machine learning techniques or by exploiting behavioral tendencies of market participants; our systems constantly search for statistical market anomalies that form the basis of our proprietary trading approach.

Methodologies such as trend and breakout, mean reversion, long/short, volatility and market events are just some examples of the patterns our systems search for.

Our behavioral trading approaches detect occurrences of almost imperceptible systematic price movements caused by predictable movements of large fundamental market players or that are result of market constraints e.g. seasonality.

By using machine-learning techniques our systems constantly update the significance of even the smallest identified deviations and anomalies in patterns and automatically fine-tune trading parameters.

By design, all systems use a build-in stop-loss methodology to avoid large drawdowns and to improve portfolio return patterns. Additionally, all our technology is designed to actively support our risk management process as our in-house low-latency order management system restricts transaction costs.

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THE MERITS OF SCIENCE AND HIGH-TECH IN TRADING

  • Deploying science and high-tech allows us to:
    • gather, clean, analyze enormous, vast data sets.
    • identify patterns from very small, weak signals barely distinguishable from market noise.
    • build algorithms rooted in statistical and mathematical modeling, data visualization, pattern recognition.
    • detect small deviations and changes and anomalies in patterns using machine learning.
    • Assembly algorithms according to scientific theories to a balanced, uncorrelated portfolio and exert portfolio composition like an art from.
    • harvest even smallest market movements with very low latency through high performance infrastructure and order management systems.
    • plan and restrict losses by low latency trading, mathematic models, hedging, predictive stop losses, statistical arbitrage and pairs trading.
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THE ADVANTAGES OF QUANTUMROCK

ApproachPackaging sophisticated mathematical and statistical financial models with automatic trading systems to systematically achieve an above average performance and/or a hedge for investors.

TechnologyAll systems are created by veteran traders and industry experts who used to trade on the trading floors of the largest exchanges in the US or were running systematic hedge funds before and developed by highly experienced technical professionals with extensive financial markets knowledge.

ExpertiseThe managing shareholders of Quantumrock have been on the cutting edge before; once they created the first systematic hedge fund in Germany as early as 1994 and found various companies and made them successful. Now, in the field of quantitative, systematic, algorithm-based investing Quantumrock again is the forerunner in Germany.

Our longest running proprietary systematic trading strategy has a real money track record of more than 20 years and proven to deliver substantial absolute returns ever since.

Investors from Europe and the US can benefit from our strategies through exchange traded certificates, investment funds or managed accounts.

INVESTABLE STRATEGIES

You have the choice between different asset classes and trading strategies.

ABSOLUTE RETURN

UNDERLYINGS: Futures, ETFs, all asset
classes

FOCUS: Intraday, Short- and Medium-term

DESCRIPTION: A balanced wealth management
strategy with dynamic allocation across all available
models.

FEATURES: Market-neutral and directional elements, with a bias towards pair and spread trading,
diversified.

REAL MONEY TRACK RECORD: Yes. Traded since 2012.

COPERNICUS

UNDERLYINGS: European stocks and indices, futures on European stocks and indices

FOCUS: Medium- and long- term

DESCRIPTION: Long/short equity strategy identifying over- and undervalued stocks and buying or selling those.

FEATURES: Time-tested, proven long/short strategy with a solid assessment framework to value stocks and time market entries and exits.

REAL MONEY TRACK RECORD: Yes. Trading since 1994.

VOLATILITY RETURN

UNDERLYINGS: Futures, ETFs on US and European Volatility and Indices

FOCUS: Short- and medium-term

DESCRIPTION: Using models on anomalies in volatility and the option surface for volatility, volatility clustering and mean reversion of volatility.

FEATURES: Mathematical models on volatility, aggressive, designed to outperform in times of high volatility (times of uncertainty and crises).

REAL MONEY TRACK RECORD: Yes. Trading since 2016.

QUANTUMROCK FINANCIAL ADVICE

YOU HAVE QUESTIONS ABOUT OUR STRATEGIES OR INDIVIDUAL INVESTMENT OPPORTUNITIES. WE HAVE A TRACK RECORD FOR ASSEMBLING CUSTOMER SPECIFIC INVESTMENT STRATEGIES BASED ON OUR MODELS. WE ARE HAPPY TO EXPLAIN THE VARIOUS POSSIBILITIES AND CREATE AN INVESTMENT STRATEGY THAT IS RIGHT FOR YOUR INVESTMENT PROFILE.

Contact us

BECOME A QUANTUMROCK PARTNER

Become a part of our success story or simply use our investment strategies for your own mandates.Licensed investment managers can integrate QUANTUMROCK’s products into their advisory mandates
without any restrictions.

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Should you be interested in advising own clients on our investment vehicles, we offer qualified financial advisors a liability umbrella as an AR (appointed representative) (German vgV) in accordance with §2 Sec. 10 KWG (German Banking Act) (conditional exclusivity to QUANTUMROCK in procuration and investment advice in financial instruments according to German Banking Act).

Contact Us

MAKE AN APPOINTMENT WITH AN ADVISOR OR ASK A QUESTION

We’ll be happy to explain all aspects of our services and answer your questions.




Tel: +49 4318880541-0
Fax: +49 4318880541-10

Germany, 20144 Hamburg, Oberstraße 46
Germany, 80538 München, Adelgundenstr. 5B

info@quantumrock.de