Specialized in
Alternative Investments
Alternative Investment assets enhance the diversification capacity.
They provide versatility in the combination of risk factors.
They allow a better perspective of the quantitative risk analysis.
They are a fundamental tool in optimizing the Risk/Profitability binomial.
They provide asymmetry with the risks of investing in traditional assets, Bonds and Variable Income.
They act as strategic and tactical components by assignment and weighting in the composition of investment portfolios.
To fully understand the diversification power of Alternative Investment assets, it is critical to understand some aspects of their Ranking.
Classification table of Alternative Investment Assets according to Value Contribution and Risk criteria.
Participation in Economic Growth: En base a la aportación y/o participación de estos activos en la economía real
Generation Stable Revenues: La capacidad de esos activos en generar retornos más o menos estables
Protection Against Risk: Muy importante entender para esta clase de activos el origen del riesgo, que nosotros clasificamos en "idiosincrático" y "No Indisoncrático.
Control of Asset Risk: Es un segundo parámetro del riesgo que nos habla de la capacidad a través del vehículo de inversión según el activo es más o menos significativa.
Illiquidity Premium: Criterio que nos permite evaluar el premium adicional por iliquidez o por riesgo de iliquidez
Descorrelation Vs Listed Assets: Crítico a la hora de buscar control del binomio Riesgo/Rentabilidad y parámetro crítico en la diversificación
OUR AREAS OF SPECIALIZATION
Managed Futures
The term Managed Futures refers to a style of active volatility management, providing diversification in the construction of alternative investment portfolios.
Use of Systematic Trading based on techniques and quantitative models whose objective is to mitigate risk in high volatility scenarios, seeking negative decorrelation in bear markets and positive correlation in bull markets.
They are instruments that offer extraordinary flexibility when managing risk.
An important feature of Managed Futures is the use of derivatives in all forms and on all asset classes, including commodities, equities, fixed income, interest rates and forex.
Business Cases
Asset Managers
Investment Advisors
Family Office
Private Bank
Pension Funds
Preliminary due diligence.
Investment strategy analysis.
Operational risk analysis.
We model back-testing in the analysis of the risk/return binomial, identifying idiosyncratic risk factors.
Systematic and Asystematic risk analysis.
We look for CTAs and CPOs that maintain a level of decorrelation with the markets and that contribute alpha in the construction of portfolios.
Derivatives
We are experts in designing custom hedging strategy models.
We design and build Systematic hedging models on Index Derivatives, Commodities and Cryptos.
We create models based on inputs from where we generate outputs that facilitate the generation of signals in the decision-making process.
We build simulation models of trading in the markets and we create backtesting of the strategies.
Business Cases
Asset Managers
Investment Advisors
Brokers
Private Banking
We design and build Management Models with systematic strategic and tactical coverage with Options.
We create strategies with Options for the management of purchases of Oil and Energy derivatives.
We model back-testing and parameterize with Volatility and Price variables in Indices and Commodities markets.
We compose tactical strategies that we propose for Systematic and Asystematic risk scenarios.
We design Trading models with Futures and Options based on the parameterization of conditioned risk variables.
We create dynamic models with Volatility simulators.
We train and create custom courses on Derivatives.
Crypto Derivatives
We bring to the Crypto world our experience and knowledge of Derivatives.
We developed a Crypto Options calculator, Options Analytics Crypto, that allows you to create simulations and market scenarios in crypto-currencies, simulate Volatility Spread conditions between expirations, Greek charts and Volatility surface.
We extend our expertise in Volatility to develop systematic trading models.
We study and analyze the quantitative importance of including this class of specific assets in the Alternative Investment part of the Portfolio.
Business Cases
Asset Managers
Private Investors
Family Offices
We develop strategies with ad-hoc Options on Bitcoin and Ethereum.
We assess allocation risks in multi-asset class portfolios.
We provide solutions on Crypto-currency Derivatives Operations.
We analyze and design customized projects for the operation of Crypto-currency derivatives.
From Options Analytics we develop strategy simulations with Options in the crypto market.
We train in Operations with Crypto Derivatives.
DISCLAIMER
Los contenidos publicados en este sitio web tienen carácter exclusivamente informativo, educativo y de análisis, y no constituyen en ningún caso recomendación de inversión, asesoramiento financiero, ni oferta, solicitud o invitación a realizar operación o transacción alguna sobre instrumentos financieros.
Este sitio web es operado por 101 Futures, espacio independiente de formación y análisis especializado en derivados, volatilidad e inversión alternativa. Los servicios de inversión regulados son prestados exclusivamente a través de 101 Futures Asset Management AV, Agencia de Valores registrada en la CNMV con número 329, entidad jurídicamente independiente de este sitio.
Los análisis, opiniones y contenidos aquí publicados reflejan exclusivamente el criterio de sus autores y no deben utilizarse como base para decisiones de inversión. 101 Futures, sus autores, colaboradores y representantes no asumen responsabilidad alguna por pérdidas o resultados derivados del uso de la información contenida en este sitio, ni por cualquier uso no autorizado de sus contenidos.
El acceso a este sitio web no establece relación contractual ni de asesoramiento de ningún tipo entre el usuario y 101 Futures Asset Management AV.