Asset Management Advisory

Complexity-based investment strategies

Optimum has launched complexity-based investment strategies together with institutional partners.

In particular, Optimum is trading complexity-based Fixed Income Relative Value strategies and Long/Short equity portfolios.

Optimum Long/Short Equity Portfolios:

Our Long Strategy is based on the so-called Optimum Low-Complexity region which exists for every investment universe. The Short Strategy is based on early-warning signals deriving from complexity analysis of market-specific macroeconomic indicators as well as on information contained in the Complexity Profile of a given investment universe.

Fixed Income Relative Value strategies.

Optimum’s Fixed Income Arbitrage strategy is based on our measure of Generalised Correlation and leveraging our early warning indicators to hedge tail risk with long convexity trades. The product is investing exclusively in High Quality Liquid Assets (HQLA)  securities and is targeting institutional investors who want to improve yields without sacrificing liquidity.