Quantical is a hedge fund that provides professional investment and asset management services to professional investors, qualified investors and family offices. We provide professional investment solutions that meet the preferences of investors with a very high degree of transparency. Quantical is registered in Estonia and meets the requirements of the European Parliament's Directive on Alternative Investment Fund Managers 2011/61 / EU.
We help our clients successfully fulfill their ideas about their financial goals. We offer experienced investors and companies managing family property specialized knowledge and skills that we have gained based on many years of experience in the capital markets.Development projects, construction, family houses and buildings of all kinds
We have a wide range of proven complex strategies, the systematic use of which, together with a unique approach and many years of experience, allows us to take advantage of almost any situation on the capital market.
The fund is structured as a limited partnership and is tax transparent. Thanks to this structure, there is no double taxation of investment profits. Profits are therefore taxed only at the level of the state in which the investor is a tax resident. The availability of tax transparency is an important condition for creating an attractive environment for structuring investment funds.
As part of providing services to our clients, we always strive to establish successful and long-term cooperation, based on maximum trust and discretion. We are in favor of an individual approach, which in our opinion is the key to understanding the financial needs of the most demanding. We are able to prepare solutions tailored to individual goals, regular portfolio analyzes and reports with detailed data on its status and performance.
In the fund, we are primarily engaged in the trading of option strategies, the underlying assets of which are stock indices, futures contracts and stocks traded on regulated capital markets, especially in the USA and Europe. Options and their combinations offer great flexibility and at the same time much more possibilities than traditional investments in stocks or bonds, all with effectively controlled risk.
Delta is a measure of the sensitivity of the value of an option to changes in the price of the underlying asset. Delta neutral portfolio is a portfolio composed of positions where the values of the positive and negative Deltas compensate each other, so that the total net value of the Delta portfolio is zero. The Delta neutral portfolio contains the number of shares corresponding to the Delta value. This approach is the basis for all our strategies. Delta's neutral approach is very flexible and the course of trading can be managed, adjusted and adapted to market conditions very efficiently.
Because the delta value changes as the share price changes, the amount of shares in the portfolio must be constantly adjusted. This means dynamically hedging positions based on changing deltas. In this way, we will be almost perfectly hedged against price movements. Each position adjustment should generate a small profit. With a large movement of the underlying asset, the position should generate more profit. In each case, profits are generated by the movement of the underlying assets, regardless of the direction of that movement.
Volatility arbitrage is a type of statistical arbitrage that we use when trading a Delta neutral portfolio. The objective is to take advantage of the difference between the expected future volatility of the asset price and the implied volatility of the options of the asset. In volatility trading, it is not decisive whether the price of the asset will rise or fall, because the delta neutral portfolio is hedged against price movements. The decisive factor is if the forecast for implied volatility has been fulfilled, in which case a profit can be realized.
Display the performance of the fund's trading activity and compare it to the performance of the S&P 500 benchmark.
Ongoing review in 2024.
Net appreciation of the fund's assets since its inception in the fall of 2021.
Our team consists of qualified and experienced professionals who strive to comply with ethical standards and always act in the best interests of clients.
Founder, CEO
Ludek Skyva is the founder of the alternative investment fund Quantical, which provides advice on the protection and management of private capital. After successfully graduating from the Faculty of Mechanical Engineering of the Brno University of Technology, he worked in various positions for a number of international companies, mainly in the field of mechanical engineering. He holds the position of managing director of the Quantical fund and takes care of all matters related to the operation of the fund.
Portfolio Manager
Jiri Javorník is a graduate of the Faculty of Economics and holds the position of portfolio manager in the Quantical fund. He has long-term experience in derivatives trading, which he has been trading for almost twenty years on his own account. In his free time, Jiri writes a blog focused on options trading www.dobretrejdy.com. Its strength is the trading of delta neutral strategies and volatility.
Quantical OÜ
Narva mnt 5
10117, Tallinn, Estonia
+ 420 773 043 773
info@quantical.eu