ETI on the Quantmade iQ DynamicBeta Quant Strategy


DESCRIPTION


Quantmade runs this ETI with several quant investment strategies. Quantmade is at the forefront of developing algorithmic trading and investing tools. The strategy uses a blend of quantitative (quant) systems that are fine-tuned to respond to shifts in the market. Central to our approach is the “DO-Model,” a system that decides when to activate or deactivate certain quant strategies based on how volatile the market is. When the market is unpredictable and risky, Quantmade prefers safer, defensive strategies that don’t follow market trends closely and have a very low beta at around 0.1. On the other hand, in stable conditions, we use more offensive strategies to extract the best returns of the calm environment. Moreover, our investment approach is adaptive and flexible, varying the investment degree from 0 to 100% based on market direction. This flexibility means we can reduce investment during downturns to minimize losses, and increase it during upswings to maximize gains. our method is dynamic, adjusting strategies to match market conditions and investing in stocks only when there’s a high potential for profit.

Quantmade’s focus is on trading very large cap stocks, using algorithms primarily designed for swing trading. This involves actively managing the portfolio with a cautious strategy, using quant systems that can predict market cycles. These systems often go against the grain of current market trends, and the cash allocation in the portfolio can be anything from zero to the full value, depending on the situation.

The algorithms are crafted to pinpoint the perfect timing for entering the market, by analyzing past trends to spot opportunities for buying at lower turning points or anticipating market recoveries. This leads to the portfolio being adjusted frequently, with a turnover rate of about 7 to 10 times a year and positions usually held for just 10 to 20 days. By regularly updating the portfolio, Quantmade is able to make its performance more stable compared to typical market benchmarks, thus offering a clearer forecast of future returns.

WHAT ARE ETIs?  ETIs are Exchange Trade Instruments and the risk-free version of an AMC. They are like AMCs (active managed certificates) but with segregated accounts. This means, there is no issuer risk and the investors capital is protected by 100%.

INVESTORS


PUBLIC OFFERING:
For institutional, professional and private investors

First Listing Date:
05. April 2024


Key Information


WKN: A4AE5H
ISIN: DE000A4AE5H9

The ETI certificate is listed on the stock exchanges in Stuttgart can be bought via almost all banks and brokers

Quant Strategy


Quant Investment Strategy: defensive & balanced turn-around strategy (long only)
Stock Universe: US mega large caps (S&P 100(R) and NASDAQ 100(R) equity universes)
Leverage: 1.8
Min. Invest: > 100 Euro / piece
Trading: daily
Curreny: EUR/USD hedged
Interest: interst paid on free cash

Important Links


Dokuments and Pricing Information on UBS Keyinvest

View the Certificate on Euwax ExchangeAll documents from the issuer iMaps

QUANT STRATEGY USED IN THIS CERTIFICATE - PERFORMANCE CHART (SIMULATION)

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3Y Return (%)
5Y Return (%)
CAGR (%)
Sharpe Ratio
Sortino Ratio
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Beta
YTD Return (%)
3Y Return (%)
5Y Return (%)
CAGR (%)
Sharpe Ratio
Sortino Ratio
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Beta
Date:
Performance:
Return (%):
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Large investors information

If you want to invest more than 500.000 Euro, you should contact Quantmade so that we can contact the issuer to lower the spread. Email: info@quantmade.com

Contact us if you have any questions about Quant-managed Certificates

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Legal Disclaimer:
This document is for informational purposes only and does not constitute an offer or solicitation to subscribe for or acquire shares of the participation certificate, nor does it constitute a recommendation to acquire them. The information provided here does not replace suitable investor- and product-specific investment advice or investment recommendations. The sole basis for the acquisition of shares is the sales documents. All product-related documents, especially the prospectus, any supplements thereto, and the final terms, are published on the issuer’s website (keyinvest-eu.ubs.com) in accordance with legal regulations. The sales documents are also available free of charge from Quantmade GmbH at www.quantmade.com and from Reitelshöfer Vermögensmanagement GmbH at www.wandelanleihen.de. The issuance of shares of this certificate is only allowed in jurisdictions where such an offer or sale is permissible. The distribution and publication of this document, as well as the offer or sale of shares of this certificate, may be subject to restrictions in other jurisdictions. If this document is shared with third parties, Quantmade GmbH and Reitelshöfer Vermögensmanagement GmbH disclaim any further liability in this regard. The validity of the information and recommendations is limited to the time of the creation of this document and may change at any time and without prior notice depending on market developments.
Publisher: Quantmade GmbH, Löwenburg 1, 40668 Meerbusch, acting as a tied agent (§ 3 para. 2 WpIG) on behalf, in the name, for the account, and under the liability of the responsible liability carrier Reitelshöfer Vermögensmanagement GmbH, Poppenreuther Straße 144, 90765 Fürth. Reitelshöfer Vermögensmanagement GmbH is authorized by the Federal Financial Supervisory Authority according to § 15 WpIG to provide investment advice pursuant to § 2 para. 2 no. 4 WpIG and investment brokerage pursuant to § 2 para. 2 no. 3 WpIG.
Risk Warning: You are exposed to the risk that the issuer may not be able to fulfill its obligations under the product, for example, in the event of insolvency (payment inability / over-indebtedness) or a regulatory order for resolution measures. Such an order by a resolution authority can be issued in advance of an insolvency proceeding in the event of a crisis of the issuer. The resolution authority has extensive intervention powers, including the ability to reduce investor claims to zero, terminate the product, convert it into the issuer’s shares, and suspend investor rights. A total loss of the capital invested is possible. As a debt security, the product is not covered by deposit insurance.