STRATEGIES

ABSOLUTE RETURN

  • Objective: Exploit changes in market structure by offering positive convexity to both up and down markets while capitalizing on the underlying risk of a discontinuous "gamma" event (e.g. February 5th, 2018 "Volmageddon", 1987 crash, etc...)

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TAIL RISK

  • Objective: Seeks to provide protection during broad market and certain factor stresses without the typical burden of large carry/theta bleed.

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LONG ONLY

Equities Trading

  • Objective: Seeks significant capital appreciation through a concentrated, high conviction, high Active Share portfolio of S&P 500 stocks.

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LONG VOLATILITY | ASYMMETRIC ALPHA

CONVEX CRISIS ALPHA