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Die Sierra Capital GmbH bietet die Dienstleistungen der Anlagevermittlung und der Anlageberatung gemäß § 2 Abs. 2 Nr. 3 und 4 des WpIG als vertraglich gebundener Vermittler gemäß § 3 Abs. 2 WpIG ausschließlich für Rechnung und unter der Haftung der AHP Capital Management GmbH, Weißfrauenstraße 12-16, 60311 Frankfurt, an.


"The art of knowing is knowing what to ignore" - Rumi

We live in a world of increasing data abundance. What does this mean for investors? Does more information imply better investment decisions? Quantum shows in their newest research report that this may not always be the case, and profides some insights on how to overcome in practice the challenges that information overload may pose.


"It is the calm and silent water that drowns a man" - African Proverb

Quant models that are calibrated to historical data will struggle to adapt on their own to new patterns when market regimes change. To illustrate this point Quantum looks at arguably one of the most important variables in modern portfolio construction: the equity versus bond correlation.


A portrait of the London alternatives boutique Quantum Investing

Barclays Investment Managers and Quantum Investing launched the QMS fund at the end of last year. In an interview with Fundview, two of the founders of Quantum Investing explain how the fund combines different strategies and investment styles, invests in stocks, commodities, currencies and bonds and why investors should question the traditional multi-asset portfolio.


"Since all models are wrong the scientist must be alert to what is importantly wrong." - George Box

A quantitative asset manager should constantly challenge the assumptions behind his models to try to figure out where they might go wrong. Study of historical data and patterns is obviously at the heart of designing systematic strategies but sometimes it is important to step back and analyse circumstances where historical relationships might break.


"Only when the tide goes out do you discover who has been swimming naked" - Warren Buffett

In this note Quantum assess hidden risks in quantitative portfolios with special focus on strategies that were left exposed during the testing period of Feb-March 2020. While some of these risks are well known many portfolios find themselves time and again exposed especially after periods of relatively prolonged market calm. They highlight their observations on inherent individual strategy risks, and portfolio construction and risk management considerations that are key to surviving such episodes.


First Private: „Wir wollten bewusst keinen weiteren Vola-Fonds starten”

Volatilität-Strategien sind derzeit im Trend. Es würde dabei insgesamt auch viele gute Strategien am Markt geben, die mit der Volatilität oder Vola-Prämien Geld verdienen. Deswegen hat sich die Frankfurter Boutique First Private bewusst gegen den Start eines eigenen Vola-Fonds entschieden und gemeinsam mit Resonanz Capital einen marktneutralen Absolute-Return-Fonds gestartet, den First Private Helix.


Barclays IM and quant shop unite for multi-strategy fund

Barclays IM has teamed up with specialist boutique Quantum Investing to launch an Alternative Ucits systematic trading strategy. The new fund, formally known as Quantitative Multi Strategy was launched in early December with an initial seed capital of €68m. It is aimed primarily at institutional investors with Barclays acting as lead manager and Quantum Investing taking an advisory role.


Barclays IM startet Alternative UCITS-Fonds in Kooperation mit Londoner Boutique

Der britische Asset Manager Barclays Investment Managers startet gemeinsam mit der Londoner Boutique Quantum Investing einen Alternative UCITS-Fonds. Der Quantitative Multi Strategy-Fonds zielt auf institutionelle Kunden und wird in Deutschland durch Sierra Capital vertrieben. Zum Start weist der Fonds ein Volumen von 68 Millionen Euro auf und liefert tägliche Liquidität.


Barclays IM and Quantum Investing have launched a quantitative multi-strategy fund

Barclays Investment Managers and Quantum Investing are bringing the Quantitative Multi Strategy Fund to the market with an alternative UCITS. The fund is for institutional investors and is managed by Barclays with Quantum Investing acting as allocation advisor. It was launched with an initial investment of EUR 68 million. The distribution to institutional investors in Germany takes place exclusively through Sierra Capital.