Equity derivatives house of the year: Bank of America Merrill Lynch
Risk Awards 2017: Innovation helped bank get closer to originate-to-distribute model Bank of America Merrill Lynch (BAML) has been part …
Our Company
QuanTech Solution Partners is a partner-owned alternative asset management firm which specialises in the development and management of outcome-based investments.
QSP focuses on one of the fastest growing segments within financial markets, which has mainly been tapped by investment banks. QSP intends to be one of the first companies to offer these services on the asset management side.
Our partners combine work experience at the highest level within top tier financial institutions, spanning areas of derivatives structuring, trading and sales.
Our Activities
Asset Management
QSP specialises in the development and management of outcome-based investments, by using liquid and transparent derivatives instruments.
Outsourced Engineering
QSP supports financial intermediaries and asset owners in engineering and management of their outcome and derivatives-based products.
Book Management
QSP’s derivatives experts support market participants in the management of their derivatives trading books through various cycles including periods of stress.
QSP HUB
In a world of globalization, where talent is flourishing across continents, equal opportunities should be offered to everyone, no matter their social, economic or ethnic background.
Lack of freedom of circulation and awareness of opportunities, paired with the inability of most established institutions to develop individuals comprise a high hurdle to equal opportunity of success.
We, at QSP, strive to find, develop and recruit these hidden gems through a branch network to be located in various parts of the world.
Flagship: Defensive Alpha
An alternative to the 60/40 portfolio
Allows investors to access equity returns in a defensive manner.
The strategy historically outperformed equity markets over a full cycle with significantly lower volatility.
The strategy aims to be structurally decorrelated from equity returns during market downturns as it embeds cost efficient downside protection.
These objectives are achieved by using non-linear instruments which can generate positive convexity when traditional assets suffer.
The strategy will be available through customized mandates and collective investment vehicles.
LIQUIDITY
TRANSPARENCY
DIVERSIFICATION
RISK MANAGEMENT
COST EFFICIENCY
News Feed
Equity Autocalls and Vanna Negative Carries: Pricing and Hedging with a Simple Add-On
10 Pages Posted: 30 May 2019Gregory SalonQuantik Trading ConsultingDate Written: May 5, 2019 Abstract Autocall products: a toxic best-seller. Over …
Autocalls hit peak vega, where hedging costs mount
Eurostoxx and Nikkei losses flip structured product dealers into painful short vol territory Jitters are growing among structured product issuers …
Equity derivatives house of the year: Bank of America
Risk Awards 2020: Focus on risk spurred invention and made space for $2 billion Natixis deal Bouts of intense volatility …
Derivatives Are Replacing Bonds as Some Fund Managers’ New Hedge
Derivatives helped trigger some of the most disastrous episodes in the history of finance. Now risk-averse institutional investors are increasingly …
Changing formulas: Why the 60-40 stock-bond split is likely outdated
The 60-40 stock-to-bond ratio is quickly falling out of favor. The old-line investment strategy’s appeal has worn off as investors …
