Qment is a quantitative investment methodology developed by Bellecapital. Based on the assumption that only deviations from a steady state matter, we developed the Qment Market Risk Index to generate a quantitative allocation to equity, high yield credit and volatility markets. We do this through the identification of different market regimes and in particular temporary market bottoms. Qment is unique as it combines both momentum and deep contrarian signals. We do not rely on macroeconomic variables or technical analysis, but on market based risk measurements.
Qment strategies are constructed around the Qment Market Risk Index and are entirely rule based.
The Qment High Yield Strategy seeks the investment results of USD denominated high yield corporate bonds, while avoiding large drawdowns and capitalizing on temporary market bottoms. It utilizes momentum and contrarian input signals.
The Qment Volatility Strategy is an investment strategy in mid term VIX futures. It aims to provide long volatility exposure during periods of equity market stress and a positively skewed return distribution with significant outliers to the upside. The target is to generate consistent negatively correlated returns to global equity markets with a positive expected return.
Access to the Qment Market Risk Index is provided through a monthly subscription service.
The service may be cancelled at any time. The monthly fee will be charged via invoice.