Volatility trading.
We study how markets price uncertainty, examining implied and realised volatility, option pricing, and the way these relationships change over time.
INDEPENDENT THINKING. SYSTEMATIC EXECUTION.
A measured approach to changing markets.
We focus on volatility trading and alternative asset classes, with particular attention to futures term structure. Our strategies combine systematic research with disciplined portfolio construction and risk management.
Start a conversationVOLATILITY / FUTURES / ALTERNATIVE STRATEGIESExplore our approach
01 / OUR APPROACH
Conviction begins
with the questions we ask.
Markets are complex. Our process is deliberate: investigate an idea, test its assumptions, and consider how it behaves when conditions change.
Futures term structure.
We examine prices across futures maturities, looking at the shape of the curve, the cost of holding exposure, and relationships between contracts.
A portfolio perspective.
Alternative exposures bring their own risks. Liquidity, leverage, and changing correlations inform how we size positions and combine strategies.