SERVICES TO INVESTORS
Rcube Asset Management provides access to an exclusive group of managers carefully selected based on their capacity to deliver Alpha and additional diversification to investors’ portfolio.
One of our expertise is to identify emerging managers running niche strategies, sometimes with limited capacity. These programs are highly liquid and, depending on the expertise of the manager, trade financial instruments as well as commodities markets across the globe. Our managers are true entrepreneurs having “skin in the game” and the co-investment is an effective way to align interests with investors.
The Marketplace
We provide to the managers we represent a large array of services: fully equipped Offices in two locations in Paris, Back Office, Regulatory Management, Compliance, Risk Management and Distribution. The managers also find in Rcube a community of other portfolio managers and industry professionals, the advices of experienced executives and the access to market intelligence that create the right environment for them to thrive.
Selection Process
We understand well performance drivers of the strategies we promote. We perform in-depth analysis of performance data, trading process and risk management capabilities. We also run background and regulatory checks on the managers on our list.
Efficient Access to Markets
Rcube has set up special relationships with high quality providers (Brokerage Firms, Administrators and Banks) giving the manager the best access to the markets they trade.
Risk Management, Transparency and Reporting
All reconciliations, checks and monitoring are done independently daily and monthly respecting the key principle of segregation of duties. We provide a comprehensive reporting at least once a month for any investment.
RCUBE Strategies
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RCube Commodity Spread Program (RCSP) alpha is generated by its unique approach using quantitative and qualitative analysis to select uncorellated spreads in agricultural markets. RCSP trades agricultural calendar, cross products and location spreads with a global reach.
Aquanthus Premia is a multi-strategy quantitative macro portfolio that focuses on high capital growth. It targets double-digit yearly returns with a Sharpe ratio larger than 1.
The portfolio allocates capital across uncorrelated macro strategies that capture market risk premia. Current strategies include directional macro, trend following, volatility and mean reversion. We have an opportunistic approach in selecting and expanding our strategy universe. We invest in listed instruments diversified across asset classes. Our return / risk profile is achieved by controlling leverage and optimising risk allocation across strategies systematically. Singularity is a short-term systematic managed futures program. The investment strategy uses machine learning to detect long and short momentum and mean reversion signals on futures instruments. Trading is performed intraday exclusively, and no position is held overnight.
The strategy is intraday: round turns last from a few minutes to a few hours .There are no overnight positions: positions are closed every evening before the closing of the exchanges.The strategy is focused on liquid futures (US & European equity indices, bond indices, fx and commodity futures). The program offers daily liquidity and low correlation to underlying markets as well as other managed futures programs. The Rcube Defensive Asset Allocation Program (“RDAA”) is a quantitative tactical asset allocation strategy. It trades the most liquid futures over four assets classes (equity indices and VIX futures, forex, commodities and bonds).
The Manager has developed a quantitative portfolio allocation process to dynamically allocates capital across two modified academic tactical asset allocation strategies: The Permanent Portfolio inspired by Harry Browne permanent Portfolio; its premise is that the asset allocation fluctuates between four economic cycle conditions; Equities and Oil during periods of prosperity, short-term bonds during recession, gold during inflation and long-term bonds during deflation. A dual momentum strategy inspired by Gary Antonacci Dual Momentum selecting assets that exhibits both absolute and relative momentum. We add a market breadth filter to determine how much we should allocate to the risky assets versus defensive assets. To minimize drawdowns, we apply a long volatility overlay which seeks to monetize the mispricing of risk between implied volatility and realized volatility. The investment objective is to achieve consistent positive absolute return with low correlation to Equities, with a 10% volatility cap and a sharpe ratio above 1. |
Contact
Address
19 rue vivienne
75002 Paris
Contact
info@rcube.com
tel: +33 1 42 21 94 55