ABOUT

We don’t talk, think or act like Wall Street because we want to deliver better outcomes for our investors than those offered by Wall Street.

Fund Details
We are tucked away in a small mountain town in Northern Utah, thousands of miles from the noise and dogma of Wall Street.
Our mindset, motivation, and methods are materially different:
We thrive in a rigorously academic environment where every assumption and every convention is challenged
We continuously test and validate our strategies in pursuit of the absolute best possible outcomes for our investors
We apply innovative mathematical, statistical, and visualization techniques to deliver these outcomes
The Team
The solution was always there – it just needed the right team, in the right environment, to discover it and implement it
Chief Investment Officer
Brett Nelson, CFA

Brett is a talented mathematician whose ability was recognised and nurtured from an early age. He was one of the first people to trade volatility directly and eliminate the difficulties inherent in utilizing traditional equity derivatives for volatility trading.


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Chief Technology Officer
Patrick Sharp

Patrick was instrumental in the development of Certeza’s purpose-built software systems designed to analyse option & volatility markets.


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Chief Executive Officer
Jim Macfarlane, CFA

Jim joined the leadership team at Certeza in 2019 to focus on the day-to-day operations, compliance, business development and marketing. He is a member of the investment committee.


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Our evolution
Early ‘90s
A gifted mathematician
With a precocious ability in mathematics, Brett was placed in a gifted program where he excelled in problem solving tournaments before competing in national math competitions
Mid ‘90s
Early entrepreneurship
A series of successful entrepreneurial moves in his early teenage years led to him seeking additional practical applications for his problem solving abilities
1996-1997
Trading beginnings
He began studying trading literature, but most books were sensational and he quickly uncovered their weaknesses, gravitating towards those featuring more rigorous mathematical approaches
Late ‘90s
Options forums
With the growth of the internet, he joined trading and quant forums, discovering that the options trading strategies he was building were far more sophisticated than those typically being discussed
2003 – 2004
Focus on volatility
He discovered that the primary source of alpha was best described by the volatility component of options, investigating this further in a private forum with a group of like-minded professors and traders
2004 – 2006
Advent of VIX derivatives
When VIX derivatives were launched shortly after, as the first entrants, the group were only able to trade their theories against each other, but as the market became more liquid it became possible to build practical volatility trading models
2007 – 2010
Volatility arbitrage
Again, Brett used sophisticated mathematical analyses to uncover new trading strategies focused on volatility arbitrage, when most of the rest of the group were fixated on harvesting volatility risk premia
Mid 2010
Macro Vega Strategy
Brett completes his core trading model and launches the Macro Vega Strategy (one of the longest-standing and consistently profitable volatility strategies)
2011
Software hire
Brett begins search for software engineer to help develop analysis platform but finds corporate computer scientists too set in their ways. Brett meets Patrick, a computer science and physics student, and discusses volatility structures: “Patrick was the first to actually ask deeply intelligent questions and offer novel insight in real-time”
2012
Visualization platform
Patrick leads the design and build of a new platform to allow Certeza to visualize interactions of derivatives, finding weak points and strong points across time and in multiple dimensions
2015
A gap in the market discovered
Investors and prospects begin asking Certeza to apply their expertise to the problem of the high cost of downside protection in large cap hedged equity funds
2017
The perfect combination
Brett’s previous options research in conjunction Patrick’s computational analytics capabilities prove to be the perfect combination to develop such a strategy
2020
Analytics optimized
Certeza’s ground-breaking proprietary platform is completed, enabling exhaustive exploration of strategy variants across the universe of conditions. Certeza Strategy parameters are optimized.
2021
Certeza strategy launched
The first fund featuring the Certeza Strategy opens to external investors and begins trading in the markets
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