This update reviews the recent performance of the AMC, explaining the April drawdown and the impact of its CHF denomination. Despite headwinds, the strategy has outperformed the S&P 500 in CHF since inception, with strong risk-adjusted returns and daily liquidity. Alquant remains focused on long-term performance and transparency.

Banque Bonhôte adopted Finlens to automate factsheet production and unify fund presentations. Replacing manual processes, the platform ensures consistent data, saves time, and equips Relationship Managers with interactive, branded tools, enhancing both efficiency and client engagement.

WINVEST Asset Management, a Swiss firm led by two father-son teams, combines tradition with innovation through its systematic smartF® investment strategy. After launching its first Swiss Equity fund in 2024, WINVEST chose Finlens to enhance transparency, automate reporting, and streamline client communication. The platform's ease of use, brand-compliant factsheets, and responsive support make it a valuable tool—and one WINVEST confidently recommends to other asset managers.

Despite an extreme market event, our Long-Short Equity strategy remained resilient, staying within historical drawdown limits and outperforming a peer group of US Long-Short Equity ETFs. While it managed risk well through March, it was impacted by sudden political events in early April, beyond the scope of systematic models. Although the strategy’s rebalancing lagged during rapid swings, this approach keeps costs low. A risk signal just before a major rebound led to missed gains, but overall, the strategy demonstrated consistency, robustness, and strong relative performance.

In early April 2025, markets experienced notable volatility, prompting a review of how Alquant’s Prisma Risk Indicators performed during the recent drawdown. While not designed to predict sudden shocks, the indicators reduced losses by 28%, in line with past performance, demonstrating their strength in mitigating severe declines.

At Alquant, we’re proud to support the Banque Cantonale de Fribourg (BCF) in making its investment fund information more accessible and engaging. With Finlens, our digital investment showroom, BCF now provides clients a dynamic, intuitive platform for exploring its funds online.

This article evaluates Alquant's Prisma risk indicators since their 2018 launch, highlighting how even small statistical advantages in equity risk indicators can significantly improve long-term investment performance.

The article reviews the performance of the Leonteq Alquant Long-Short US Equity ETP+ (AQLS) during August's market volatility. As the VIX spiked to its third-highest level, AQLS effectively reduced its equity exposure ahead of the downturn, minimizing losses and benefiting from the subsequent rebound. This contrasts with the CBOE S&P 500 5% Put Protection Index (PPUT), which offered protection but limited recovery. AQLS’s dynamic risk management allowed it to navigate the volatility and reach a new all-time high.

Global market sell-off driven by risk aversion, with Japan's Nikkei index plummeting and the U.S. unemployment rate rising. Key recession indicators, such as the Sahm Rule and yield curve dynamics, suggest economic downturn risks. The Alquant Vega Indicator signals increased market volatility, urging caution and reduced exposure to risky assets. The second half of 2024 may be challenging, with potential rate cuts and economic slowdown expected.

The third article compares Long/Short Equity Hedge Funds with passive Long-only Equity ETFs, highlighting the pros and cons of each. It introduces the Leonteq Alquant Long-Short US Equity ETP+ as a hybrid approach, combining active downside protection with lower fees and greater accessibility. The article emphasizes the importance of risk management, particularly focusing on reducing volatility and understanding sequencing risk, to enhance long-term investment performance through better compounding effects.

In this second article, we analyze the performance of key Long/Short Equity Hedge Fund Indices and their common challenges, including high fees and potential biases. Despite these challenges, Fund of Hedge Funds (FoHF) indices provide a more accurate picture by mitigating biases. While Long/Short Equity Hedge Funds manage risk effectively, high fees often diminish their ability to generate significant alpha. In a further step, we'll delve into the typical fee structures to evaluate their value proposition.

Long/short equity strategies enhance diversification and risk management by allowing both positive and negative market views. Given current economic uncertainties and higher interest rates, long/short equity strategies offer a promising alternative to traditional investments. Our exchange-traded Long/Short Equity product on the SIX Swiss Exchange provides a transparent and accessible way to navigate today's challenging investment landscape.

In this series, we explore strategies for portfolio managers to manage risk and enhance performance with minimal rebalancing. The third article explores a case study on managing a 100% equity portfolio with specific rebalancing constraints, optimizing risk and performance within operational guidelines.

In this series, we explore strategies for portfolio managers to manage risk and enhance performance with minimal rebalancing. In this second article, we demonstrate reducing rebalancing actions by combining multiple indicators to create a more stable signal, using Alquant's risk indicators.

Mirante Fund Management, a Swiss company specialising in convertible bonds, manages over CHF 2 billion in assets and has received numerous awards. However, the fragmented system for creating monthly factsheets for 12 investment funds presented the company with challenges. By implementing Finlens, an all-in-one solution that automates processes, delegates administrative tasks and improves the customer experience, Mirante was able to increase operational efficiency and customer satisfaction while maintaining a consistent brand identity.

In this series, we explore strategies for portfolio managers to manage risk and enhance performance with minimal rebalancing. The first article examines the use of the Relative Strength Index (RSI) for dynamic rebalancing in portfolios. While it can outperform fixed schedules, it often requires frequent adjustments. Smoothing the RSI signal reduces rebalancing frequency but can compromise performance during downturns. Future articles will explore Alquant's solutions for optimizing rebalancing while maintaining strong performance through diversification and multiple indicators.

Alquant won the best pitch at SwissComply AG's 6th Speed Pitching Event, where we presented our Long-Short US Equity ETP (Ticker: AQLS) in collaboration with Leonteq, highlighting its combination of active management benefits and passive ETF accessibility, designed to deliver strong returns with lower volatility.

Swiss quantitative asset management startup Alquant and Leonteq have started their collaboration with the launch of three novel ETPs+. The collaboration aims to make innovative investment strategies and advanced investment technologies accessible to a broad group of investors. Alquant currently serves over 50 clients. The partnership with Leonteq is a prime example within its quant-as-a-service offerings.

Leonteq today announced the launch of three exchange traded products (ETPs+) on proprietary indices using Alquant’s quantitative risk signals (Leonteq Alquant Dynamic US Equity Index, Leonteq Alquant Dynamic Tech Equity Index and Leonteq Alquant Long-Short US Index).

This article presents a critique of traditional portfolios for their vulnerability to downturns and proposes a strategy combining active tail hedging and CTA components. This approach enhances resilience by mitigating losses in crises and optimizing long-term growth.

The 60/40 stocks-bonds portfolio, a traditional investment strategy that has been popular for the past 40 years due to low inflation and strong economic growth, is facing challenges as it is not immune to all market conditions. The recency bias of institutional investors, who have spent their entire careers in a strongly bullish cycle, has led to over-allocation to assets that have performed well in the past 40 years. A prolonged period of stock and bond decline or stagnation could lead to insolvency for many pension funds, which are invested in these assets. Most investors are attached to the 60/40 portfolio as it has become the benchmark of reference, but to better deal with secular decline, they need to recalibrate their return expectations and diversify into more defensive, non-correlated assets.

«Wenns kracht, entscheidet der Bauch» war mal – hier entscheidet der Algorithmus über Ihr Vermögen. Sie verwalten Millionenbeträge völlig anders als herkömmliche Banken – und sind erfolgreich damit. So tickt die neue Generation von Fintech-Unternehmern.

Using Prisma's Equity Risk Indicator (ERIC) with minimal rebalancing can cut drawdowns by over 50%. A quarterly strategy with five adjustments per year achieves strong returns, a higher Sharpe Ratio, and significantly lower risk than a passive S&P 500 ETF.

The article explains how to use Prisma’s platform to backtest and optimize tactical asset allocation. By applying Prisma’s Equity Risk Indicator (ERIC), users can dynamically adjust asset weights to improve returns and reduce risk. The platform provides analytics to evaluate strategy effectiveness.

Prisma’s Credit Indicator helps investors adjust market exposure based on credit conditions, leading to 15% outperformance over the S&P 500 since 2022. From 1999 to 2022, it improved annual returns by 2% and tripled the Sharpe ratio by reducing volatility. It successfully signaled downturns, such as in 2008 and 2021–2022, protecting portfolios during market stress.

The article introduces Prisma’s Equity Risk Indicator (ERIC), which assigns daily risk scores to the S&P 500. It shows that high-risk periods lead to significant losses, while low-risk periods offer stable returns. Using ERIC, investors can adjust exposure to reduce drawdowns and enhance consistency.

This article introduces Prisma’s Equity Risk Indicator (ERIC), which assesses market risk using five key indicators. ERIC assigns a daily risk score (0-100%) to guide portfolio allocation, helping investors reduce drawdowns and enhance returns. Historical analysis shows it significantly improves risk-adjusted performance.

The article highlights how combining Alquant’s Credit, Macroeconomic, and Vega indicators improves equity exposure management. Their low correlation enhances diversification, leading to better risk-adjusted returns and reduced drawdowns compared to using individual indicators.

The article highlights the benefits of Active Long Volatility strategies, which protect portfolios during market downturns. Alquant’s Alvola offers a cost-effective, accessible solution for qualified investors, minimizing costs in stable markets while providing crisis protection.

Alquant has introduced an updated Macroeconomic Indicator that enhances predictive accuracy by analyzing the second derivative of high-frequency economic data. This approach enables the indicator to detect subtle shifts in economic trends, providing investors with timely insights for more informed decision-making.