We deploy strategies with listed options to optimize risk reward while protecting against systematic risk and tail events.

A basket of indirect and direct equity and index hedges are designed to:

Provide a liquid , transparent and cost effective hedge
Allocate to direct hedges when volatility is low
Maximize volatility and skew pricing extremes
Execute against historical data
Mitigate against risk of loss

Our disciplined risk management process is driven by:

Volatility analysis

Volatility forecast
Skew analysis
Dispersion and implied correlation analysis
Implied move event calendar

Tactical implementation

Premium cost
Risk budgets
Valuation methods
Active edge driven approach to generate alpha