An external asset manager uses Alquant’s data-driven signals to dynamically adjust equity exposure within a 30 to 50% range, replacing subjective decisions with systematic, rules-based rebalancings. By allocating a portion of the portfolio to an Alquant managed AMC, they can scale equity exposure up to 50% in bull markets and down to 30% when risks rise, without daily intervention. In one case, a 20% allocation to a dynamic AMC (0 to 100% exposure) complements a passive 30% core; in another, a 10% allocation to a leveraged AMC (0 to 200%) covers the full tactical range while freeing up capital. These solutions appear as a single line in the client’s portfolio and help the manager enhance performance while focusing more on client relationships.

Alquant and Leonteq have partnered to launch three innovative ETPs+ listed on SIX and BX Swiss, combining Alquant’s quantitative risk signals with Leonteq’s structuring expertise. These products, AQUS, AQUST, and AQLS, dynamically adjust equity exposure based on market risk conditions, offering investors participation in market growth with built-in downside protection. AQUS targets the US equity market, AQUST focuses on US tech stocks, and AQLS applies a long-short strategy for all-market scenarios. Fully collateralized and structured for enhanced investor safety, these ETPs+ bridge the gap between passive and active investing, bringing sophisticated risk-managed strategies to both institutional and retail investors in Switzerland.

A Swiss Cantonal Bank partnered with Alquant to explore and develop a systematic tail hedging component within their multi-asset portfolio. The objective was to implement an options-based strategy that, while representing only a small portion of the portfolio, could meaningfully offset losses during market crises.

The bank approached Alquant with initial implementation ideas, but these had not been rigorously validated. Without in-house quantitative researchers and with limited access to options data (restricted to a Bloomberg terminal), the client faced challenges in performing realistic backtests. Spreadsheet-based testing proved insufficient for the complexity of options strategies.

Alquant addressed this gap by leveraging its internally curated and structured options data to run realistic simulations. This enabled a robust evaluation of the client’s initial concept, revealing that the expected convexity effect was weaker than anticipated.

Through several iterations, Alquant proposed improvements to enhance the convexity profile of the strategy while keeping the drawdown ("bleed") within acceptable limits. The results were then discussed in detail within the client’s investment team. While Alquant provided the research and guidance, the client ultimately decided to implement the final strategy in-house, without external delegation.