Systematic Volatility
Through deep study of capital markets, systematic trading strategies have been developed to create consistently profitable portfolios. Utilizing futures and options, market patterns and trends have been identified in a global macro context. Deployed strategies are primarily based on non-directional Volatility trades as well as borrowing from the three main Global Macro strategies of Carry, Momentum, and Value. Through the systematic purchase and sale of options, the fund's risk/return profile seeks to enhance investors absolute return while uncorrelated to any broad market index.
Types of Strategies Deployed:
Quantitative Volatility Trading - Utilizes quantitative algorithms to take non-directional long and short positions in markets based upon volatility trends.
Quantitative Macro / Trend-following and Risk Premia - Captures diversified sources of outperformance by deploying strategies which utilize carry, momentum, and value information.
Discretionary - A small portion of the strategy is left to discretion to enhance yield and maintain disciplined risk management in global macro event risk scenarios.
Quantitative Volatility Trading - Utilizes quantitative algorithms to take non-directional long and short positions in markets based upon volatility trends.
Quantitative Macro / Trend-following and Risk Premia - Captures diversified sources of outperformance by deploying strategies which utilize carry, momentum, and value information.
Discretionary - A small portion of the strategy is left to discretion to enhance yield and maintain disciplined risk management in global macro event risk scenarios.
Prospective or current investors should contact the Investor Relations team by email at investor-relations@arcstonecap.com