Investment Strategies

We convert our unique knowledge of the drivers of S&P 500 behaviour into proprietary long/short investment strategies based on E-minis.

The strategies are designed to be negatively correlated with the S&P 500 in down markets and target a high Sharpe ratio with low drawdowns.

The strategies are bespoke to reflect the unique needs of each client.

We convert our proprietary understanding of VIX behavior into long/short VIX derivatives strategies.

The strategies are designed to be broadly market neutral and target a very high Sharpe ratio with low drawdowns.

The strategies are bespoke to reflect the unique needs of each client.