Summary

Allvega is a systematic trading program exploiting any kind of return distribution. It combines a long volatility strategy - which captures 'tail risk' distribution with high probability - with a short volatility strategy - which captures 'normal' market distribution with high probability. The aim is to offer constant positive returns and enhanced performance in tail risk environments. Instruments traded are liquid Futures and Options. Altradis is the advisor of the strategy which can be accessed via a fund or managed accounts.