SIGMA developed the innovative trading system V-MOS in cooperation with insurance companies. This system has been used successfully in portfolio management since 1997, and has been implemented in the framework of UCITS-compliant investment funds since 2004.
This system is based on an important finding:
“Changes in implied volatility are followed by price changes!”
V-MOS therefore analyses the implied volatilities in the financial markets worldwide, thus recognising triggers of market changes. The advantage over classic trading systems is that V-MOS consequently no longer needs a trend development to make investment decisions, but rather, investments can be positioned in the market immediately at the beginning of a movement.