The quantumrock Treasury Alpha Add-On enhances portfolios holding fixed income exposure through short trading strategies. The Alpha Add-On combines systematic strategies that predict the US Treasury market’s movements and, in accordance, takes occasional short positions in the 10-Year US Treasury future. The development of the new investable index enables investors to use vehicles such as total return swaps to supplement the portfolio-enhancing properties of the Alpha Add-On in their portfolios.

The benefits made more accessible to investors thanks to the investable index for the quantumrock Treasury Alpha Add-On are wide-ranging. The Alpha Add-On provides an enhancement of portfolios holding fixed income exposure through a significant and continuous improvement of the portfolio’s metrics, reduction of protection costs, and regular expansion of alpha sources. These benefits are achieved by timing the market instead of holding continuous positions, regular retraining and modification, and a high discovery rate of alpha sources by quantumrock’s unique, automated AI Platform. The launch of the quantumrock Treasuries Index by Credit Suisse is further industry recognition of the success of quantumrock’s AI Platform at identifying opportunities for alpha generation.