STRATEGY

We believe in active investing. The more work we put in, the better the outcome. Our objective is to deliver high risk-adjusted returns with low correlation to traditional asset classes.

We focus on 3 models to exploit market inefficiencies

  • Momentum model – Spotting trends and capitalizing on them, leveraging the market’s focus on prevailing macro themes.
  • Hedge/Convexity model – Exploiting implied and realized volatility. Sub-strategies are divided into delta hedging/gamma scalping
  • Sentiment model – Analyzing the most popular strategies and matching them with investor sentiment and positioning. Our proprietary-developed models spot and exploit crowd sentiment extremes and key open interest levels.

Assets traded

Our fund’s investment universe consists mainly of US and Europe equity indexes: S&P 500, FTSE 100, DAX 40 and major currencies: USD, EUR, GBP, AUD, CAD, JPY.