overlay management

We regard overlay management as the systematic control of existing risks while taking our clients’ specific requirements into consideration.
Investors are always looking for asymmetric return distributions – high participation in advantageous and low participation in disadvantageous price movements. 
We are certain that the best way to achieve this type of profile in the medium to long term is through long positioning in realised volatility. For us, this involves the integration of various quantitative methods and aspects of behavioural finance in our model architecture which serves to calculate the optimal participation level. Implementation through specific trades is carried out by means of linear instruments.

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Disclaimer

The content of our website is exclusively directed at professional investors in accordance with section 31a (2) WpHG. Therefore, we do not take the guidelines of section 4 WpDVerOV into account for the presentation of information for private clients. Thus, the contents detailed on our website are not suitable for private investors.

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