The Challenge
FALGOM AG, a Swiss quantitative investment firm, specializes in deploying proprietary, algorithm-driven trading models across equity and commodity markets.
With a growing investor base and an in-house execution broker, FALGOM required a pooled investment vehicle that was:
- Seamlessly integrated with their execution environment
- Clearable, transparent, and investor-friendly
- Free from issuer risk to support broader distribution
- Scalable across multiple strategies
They needed a structure that could quickly operate complex strategies without compromising flexibility, regulatory clarity, or institutional accessibility.
The Solution
Amicorp partnered with FALGOM to structure and issue an Actively Managed Certificate (“AMC”) for their flagship ARP US-Equities Strategy—a drawdown-protected, systematic approach to US equity exposure.
The AMC was launched via a Luxembourg-based, bankruptcy-remote compartment, providing:
- Risk segregation and regulatory robustness
- Daily NAV reporting
- ISIN-linked access for qualifying investors, particularly through Swiss private banks
Following the successful deployment, the structure was replicated for the ARP Commodities Strategy, a systematic futures trading model developed using AI and machine learning techniques in collaboration with researchers from ETH Zürich. This second strategy trades across 10 liquid commodity futures and dynamically adjusts to market conditions
The Result
With Amicorp’s AMC platform, FALGOM was able to:
- Launch market-ready investment products with built-in scalability
- Integrate seamlessly with their internal execution platform
- Package proprietary AI-enhanced trading models for institutional investors
- Expand strategy distribution to Swiss private banks and wealth managers
The AMC solution delivered an optimal balance of flexibility, regulatory alignment, and investor access—allowing FALGOM to scale operations while maintaining control over execution and risk management.
Why Amicorp
Amicorp’s AMC platform offers a fast, compliant, and cost-effective route to market for active investment strategies. Our regulated infrastructure helps clients:
- Shorten time to market
- Avoid the complexities of traditional fund structures
- Access global investors via ISIN and daily NAV reporting
Whether you're deploying a single strategy or managing a family of trading models, Amicorp provides a plug-and-play framework that supports your growth.
Contact our Financial Markets Services team here to explore how we can support your next product launch.
