We apply a highly sophisticated understanding of mathematics and statistics to give investors strong participation when the S&P 500 is rising, while seeking to limit downside.
By exploiting the increasingly dramatic market inefficiencies experienced during times of market panic, we aim to generate additional alpha while others are simply focused on limiting losses.
We seek to achieve all of this through the fully systematized trading of derivatives.
How are we able to do this differently than others? The key is a deeper understanding of the mathematics that are foundational to the capital markets.
In reality, the core mountain and the optimal routes to its summit are generally unchanging.
Inability or unwillingness to consider or act on this important distinction will at best lead to an inefficient expedition and at worst catastrophic failure.
For investors, this means settling for lower than achievable risk adjusted returns. To us, this is unacceptable.
Our research methods and proclivity for abstract reason enables visualization of data and their relationships in such a way that we can design systems to build upon core structures and exploit market topography.
Visualizing data and their relationships in order to understand their fundamental behavior over time, and across all conditions, is absolutely key to what we do.
Greater sophistication – better for mountaineers and investors
With the right understanding it is possible to have the best of both worlds:
- Seek for participation in the upside when times are good
- Seek for limited downside in bad times with opportunities for additional returns when others panic
