Swiss Quant Hedge Fund

Z22 Smart Mirror offers an innovative investment strategy for investors looking for defensive exposure on the US Equity market.

The Z22 Smart Mirror strategy is a systematic investment strategy that combines US equities (S&P 500) with a statistical tail hedge (Z22 VolaBoost). The strategy is designed for investors who want to participate in the potential upside of the US equity market while having an emotionless and systematically implemented tail hedging component in the strategy. The statistical tail hedge (Z22 VolaBoost) is implemented via long volatility ETFs tracking the VIX Futures.

The Z22 Smart Equity Fund offers an innovative investment strategy that seeks to generate alpha using systematic volatility strategies while offering its investors a long exposure to the US equity market

The Z22 Smart Equity Fund is an investment strategy designed for equity investors seeking exposure to the US equity market in combination with volatility and tail hedging strategies. The program implements long, neutral, and short positions in the VIX futures. The program uses S&P 500 (SPY US) as collateral to increase capital efficiency.

Z22 Smart CP combines S&P 500 exposure with a fully systematic option strategy designed for capital preservation. The portfolio is always hedged against major losses using protective puts, with costs partly offset by selling covered calls — aiming for smoother returns, reduced drawdowns, and steady participation in market upside.

The C22 Strategy offers an interesting opportunity for investors looking for exposure to the crypto space, with a focus on low correlation to traditional assets and the crypto market.

The C22 Strategy is a Machine Learning-driven crypto mid-frequency trend-following strategy that utilizes a systematic approach to long and short futures (perpetuals) trading in the crypto space.

A fully systematic options-based approach targeting the elevated volatility in MSTR. Our algorithm scans the entire options market in real time, selecting strategies such as covered calls and put writing to maximize premium collection. The goal isn’t to beat MSTR’s price performance, but to consistently capture its high implied volatility premium for steady returns across market conditions.

Z22 Dynamic Resilience offers a stable investment strategy with a systematic tactical overlay that seeks to generate additional returns.

Z22 Dynamic Resilience is designed for investors seeking a stable, long-only ETF allocation with an intelligent, systematic tactical overlay. The program is implemented via cost-efficient ETFs across multiple asset classes, including equities, commodities, fixed income, gold and bitcoin, to provide exposure to all the traditional asset class.

The program’s approach involves defining a strategic base allocation that performs well in all market cycles, combined with a systematic tactical overlay that aims to create extra returns above the static baseline portfolio. This dynamic ETF strategy seeks to take advantage of market inefficiencies and trends by adjusting the portfolio’s allocation based on quantitative signals.

Z22 Iron Balls is a high-conviction Bitcoin strategy that keeps a permanent BTC core while applying systematic overlays to actively harness volatility and compound purchasing power across market cycles. The approach blends macro, on-chain, and sentiment analysis to determine the optimal mix of overlays at any given time. These include systematic trend-following to capture directional momentum in BTC and select liquid cryptocurrencies, systematic option selling to monetize elevated implied volatility, cross-exchange arbitrage to exploit pricing inefficiencies in perpetual futures, and volatility premium harvesting to accumulate BTC during distressed markets. By dynamically combining these strategies around a constant Bitcoin base, Z22 Iron Balls seeks to turn Bitcoin’s volatility from a challenge into a long-term growth engine.