Strategies

Bespoke hedging – equity put options cost-effectively

Volatility arbitrage – equity type returns with lower risk profile

Relative-value arbitrage – fixed income type returns without directional rate exposure

Established Firm

Core team from Goldman Sachs Arbitrage, together since 2003

Strong trading, modelling, risk management, and coding expertise

State-of-the-art infrastructure

Investment Style

Relative-value traders / volatility book-runners

Arbitrage the equivalence between instruments and their replicating baskets

Manufacture expensive puts from cheaper options

Proven Results

Proven payout results

Proven long-term cost savings

Proven equity returns