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