Neumann capital AG

Managed Account - Neumann Capital Derivative Assets

Portfolio Strategy - Neumann Capital Derivative Assets

Our portfolio strategy "NEUMANN CAPITAL DERIVATIVE ASSETS" (managed account for own account), based on real trading, has several unique selling points.

The portfolio consists of three components which are held at all times:


  1. Use of derivatives (options & futures) in complex multi-asset strategies.

  2. Our investment philosophy is based on forecast-free, transparent, rule-based and repeatable derivative investment techniques that are integrated into an investment controlling and risk management system.

  3. The strategies used in the options and futures market take advantage of volatility and seasonal effects on the globally regulated financial and commodity futures markets in the most profitable way possible. Preferred are credit spreads, which are aimed at getting paid by the respective regulated futures market for entering into certain positions.

Key characteristics

  • Real traded / no backtest.
  • Forecast-free approach / no timing elements required.
  • The price trend of the respective underlying / market is not decisive for the investment success, since it is not about the direction of a market, but about the relationship of various underlyings / markets to each other.
  • Preference is given to credit spreads. Entering a certain option position should be paid by the respective regulated futures market (option writer transaction) if possible. The collected option premium is used to build up and hedge the respective portfolio strategy.
  • Chance of higher returns than the international stock market (benchmark - MSCI World Index).
  • Chance of lower drawdowns and lower volatility than the overall market (e.g. DAX 40, S&P 500, MSCI World Index, etc.).




We will be happy to assist you personally.

You can reach us at


+49 (0) 69 9577 6107 or +49 (0) 151 1841 1595

Monday to Friday from 9 am to 6 pm.

or use the contact form