Red River Capital LLC

Red River Capital LLC takes advantage of the VIX term structure, the relationship of the spot VIX to futures prices, and the mean-reversion characteristics unique to the VIX. Positions are generally opened with target holding time of hours or days, and the strategy often involves dozens of trades per month. Holdings currently include only long and short VIX positions, along with options on S&P or VIX futures (held as insurance). Our strategy seeks to achieve high returns by harnessing the power of volatility while maintaining a low correlation to the S&P 500.