Strategies
Creating convex market neutral investment opportunities.
Our investment advantage leverages Patronus’s vast market experience, combined with our background in high frequency trading technology, all encompassed by our active management and proprietary risk controls.
Volatility Relative Value
A market-neutral strategy that captures idiosyncratic dislocations in various options curves. The Strategy's edge is derived from our proprietary options model, it is intended to exploit mispricings during all economic conditions. Volatility Relative Value is not designed to “forecast” nor be “predictive,” only to gauge idiosyncratic opportunities which consistently arise.
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