Summary

The Strategic Volatility Master Program (SVMP) is a direction neutral trading strategy that seeks to generate returns by employing momentum and arbitrage methodologies in specific volatility instruments. It combines all of our standalone volatility trading programs with another in-house developed strategy that extends the existing arbitrage methodology to include stock index futures. The approach has been formalized into an automated system, thereby eliminating human intervention and ensuring unencumbered operation. The system attempts to produce consistent returns in varying market volatility environments that have little or no correlation to traditional and alternative strategies alike. This makes it a valuable component of any multi-asset class portfolio as it can significantly reduce overall volatility. The strategy was developed by investment professionals by utilizing the expertise and knowledge gained through years of trading and market observation.