Synthetic Floor
Modelomni gives clients a fundamentally different way to manage financial market risk, enabling adaptive strategies for persistent challenges in capital protection, exposure, and volatility.
Asymmetric volatility management unlocks meaningful decorrelation of a portfolio with its benchmarks.
Structural Decorrelation
Alpha is generated by a structural, strategic edge rather than exposure to systemic risk
The Synthetic Floor
The models used are trained to tactically harvest gains and actively generate downside alpha during periods of market stress. The actions take collectively create a ‘synthetic floor’ which means that positions are not opened if the conditions are not favourable, and positions are closed before they are exposed.
This gives a much more meaningful and systematic decorrelation meaning a portfolio with Modelomni is not just different to a benchmark, but consistently decorrelated in regard to the downside.