Unicorn is the suite of systematic strategies traded within KM Cube’s infrastructure through an AMC or mandate. The advantages of systematic strategies are well known in the literature that offer superior risk controls, avoid behavior biases and offer low correlation to traditional portfolios.

As reverse convertibles become increasingly attractive for our clients, we present the way we approach the structuring of these products. While prior knowledge is required this presentation will give a better understanding of the product, the main risks and most importantly our methodology.

lowest performing underlying asset will be delivered at a cost corresponding to the strike price. In this case, this leads to a significant discount compared to the starting level.